+1,743.1%
MRVL vs EXC
+661.8%
+1,081.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.1% | +8.1% | +7.4% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +5.9% | -3.7% | +9.7% | +7.3% |
| 3M | -29.3% | -1.3% | -28.0% | -29.7% |
| 6M | +186.5% | -9.7% | +196.2% | +193.1% |
| YTD | +163.4% | +2.9% | +160.6% | +156.9% |
| 1Y | +249.5% | +4.4% | +245.1% | +237.7% |
| 3Y | +289.4% | +22.2% | +267.1% | +242.6% |
| 5Y | +270.2% | +46.7% | +223.5% | +201.7% |
| 10Y | +1,748.8% | +155.3% | +1,593.5% | +1,084.8% |
| All | +1,743.1% | +661.8% | +1,081.3% | +680.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling