+358.1%
MRVL vs EXE
+188.3%
+169.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | +8.7% | -2.2% | +10.9% | +9.4% |
| 30D | +6.9% | -0.8% | +7.7% | +7.0% |
| 3M | -10.1% | +10.0% | -20.2% | -13.6% |
| 6M | +143.4% | -6.3% | +149.8% | +146.4% |
| YTD | +167.5% | -10.7% | +178.1% | +173.9% |
| 1Y | +239.0% | +2.7% | +236.3% | +228.5% |
| 3Y | +311.0% | +19.1% | +291.9% | +282.6% |
| 5Y | +278.0% | +105.4% | +172.6% | +233.4% |
| All | +358.1% | +188.3% | +169.8% | +278.3% |
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