+1,064.4%
MRVL vs EXC
+696.3%
+368.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.4% |
| 7D | -28.1% | -1.2% | -26.9% | -28.0% |
| 30D | -50.4% | +10.0% | -60.3% | -52.2% |
| 3M | -32.9% | +1.6% | -34.5% | -33.6% |
| 6M | -17.9% | +3.3% | -21.2% | -20.1% |
| YTD | +66.4% | +7.6% | +58.9% | +59.0% |
| 1Y | +51.5% | +3.5% | +48.1% | +46.5% |
| 3Y | +177.9% | +27.7% | +150.2% | +139.9% |
| 5Y | +100.0% | +41.1% | +58.9% | +65.0% |
| 10Y | +1,108.1% | +178.2% | +929.9% | +647.7% |
| All | +1,064.4% | +696.3% | +368.0% | +383.0% |
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