+308.2%
MRVL vs EXE
+21.0%
+287.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +7.1% | -1.8% | +8.9% | +7.9% |
| 30D | +3.1% | +6.4% | -3.3% | -0.1% |
| 3M | -21.9% | +9.2% | -31.2% | -25.5% |
| 6M | +151.8% | -7.0% | +158.8% | +158.2% |
| YTD | +165.6% | -9.5% | +175.1% | +174.0% |
| 1Y | +242.3% | +6.2% | +236.0% | +216.5% |
| 3Y | +308.2% | +20.7% | +287.4% | +255.5% |
| All | +308.2% | +21.0% | +287.2% | +255.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling