+195.7%
MRVL vs EXC
+31.9%
+163.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.4% | -6.0% | -3.8% |
| 7D | +11.0% | +1.4% | +9.6% | +12.1% |
| 30D | -36.1% | +8.6% | -44.7% | -32.2% |
| 3M | -29.4% | +2.4% | -31.8% | -27.8% |
| 6M | -11.9% | +6.5% | -18.3% | -7.2% |
| YTD | +84.8% | +9.0% | +75.7% | +98.2% |
| 1Y | +79.4% | +4.6% | +74.8% | +88.5% |
| 3Y | +195.7% | +33.5% | +162.3% | +242.9% |
| All | +195.7% | +31.9% | +163.9% | +242.9% |
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