+216.5%
MRVL vs EXE
+165.2%
+51.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -5.0% |
| 7D | +11.0% | +5.3% | +5.7% | +9.2% |
| 30D | -36.1% | -2.2% | -33.9% | -35.5% |
| 3M | -29.4% | -5.9% | -23.5% | -28.1% |
| 6M | -11.9% | -5.7% | -6.2% | -10.8% |
| YTD | +84.8% | -17.8% | +102.6% | +94.4% |
| 1Y | +79.4% | -23.1% | +102.5% | +94.0% |
| 3Y | +195.7% | +21.2% | +174.6% | +175.3% |
| 5Y | +117.2% | +78.8% | +38.4% | +98.2% |
| All | +216.5% | +165.2% | +51.3% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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