+290.9%
MRVL vs EXE
+100.7%
+190.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.8% |
| 7D | +13.8% | -2.7% | +16.5% | +14.9% |
| 30D | +12.7% | -0.4% | +13.1% | +12.6% |
| 3M | -11.9% | +9.5% | -21.4% | -15.4% |
| 6M | +153.8% | -9.3% | +163.2% | +160.4% |
| YTD | +177.0% | -10.9% | +187.9% | +184.4% |
| 1Y | +252.3% | +4.3% | +248.1% | +238.1% |
| 3Y | +325.5% | +18.8% | +306.7% | +293.2% |
| 5Y | +290.9% | +101.4% | +189.5% | +246.4% |
| All | +290.9% | +100.7% | +190.2% | +246.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling