+1,832.5%
MRVL vs EXC
+154.0%
+1,678.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +7.1% | +1.2% | +5.9% | +6.8% |
| 30D | +3.1% | -2.7% | +5.8% | +3.9% |
| 3M | -21.9% | -1.0% | -21.0% | -22.2% |
| 6M | +151.8% | -9.3% | +161.1% | +156.6% |
| YTD | +165.6% | +3.6% | +162.0% | +158.8% |
| 1Y | +242.3% | +5.9% | +236.3% | +229.7% |
| 3Y | +308.2% | +21.3% | +286.9% | +259.7% |
| 5Y | +280.4% | +46.2% | +234.2% | +204.5% |
| 10Y | +1,832.5% | +151.5% | +1,681.1% | +1,130.3% |
| All | +1,832.5% | +154.0% | +1,678.5% | +1,130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling