+351.2%
MRVL vs EXE
+191.4%
+159.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.2% | +8.2% | +7.4% |
| 7D | +3.2% | -0.3% | +3.5% | +3.2% |
| 30D | +5.9% | +8.5% | -2.5% | +2.8% |
| 3M | -29.3% | +5.5% | -34.8% | -30.9% |
| 6M | +186.5% | -5.9% | +192.4% | +189.6% |
| YTD | +163.4% | -9.7% | +173.2% | +168.9% |
| 1Y | +249.5% | +3.6% | +245.9% | +237.9% |
| 3Y | +289.4% | +18.0% | +271.3% | +263.3% |
| 5Y | +270.2% | +109.4% | +160.8% | +225.3% |
| All | +351.2% | +191.4% | +159.8% | +271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling