+177.9%
MRVL vs EXC
+26.3%
+151.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +4.5% |
| 7D | -28.1% | -1.2% | -26.9% | -28.4% |
| 30D | -50.4% | +10.0% | -60.3% | -47.1% |
| 3M | -32.9% | +1.6% | -34.5% | -31.8% |
| 6M | -17.9% | +3.3% | -21.2% | -15.0% |
| YTD | +66.4% | +7.6% | +58.9% | +76.8% |
| 1Y | +51.5% | +3.5% | +48.1% | +58.0% |
| 3Y | +177.9% | +27.7% | +150.2% | +228.7% |
| All | +177.9% | +26.3% | +151.6% | +228.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling