+121.5%
MRVL vs EXE
+66.0%
+55.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -1.0% |
| 7D | -10.2% | -2.2% | -8.0% | -9.3% |
| 30D | -43.9% | -0.3% | -43.6% | -43.7% |
| 3M | -26.0% | -9.3% | -16.6% | -23.4% |
| 6M | -9.2% | -7.2% | -2.0% | -7.5% |
| YTD | +82.0% | -18.9% | +100.9% | +93.8% |
| 1Y | +65.9% | -21.7% | +87.6% | +79.6% |
| 3Y | +185.0% | +21.0% | +164.1% | +160.5% |
| 5Y | +121.5% | +76.0% | +45.5% | +96.2% |
| All | +121.5% | +66.0% | +55.5% | +96.2% |
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