+232.0%
MRVL vs EXE
+163.0%
+69.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | +23.1% | +3.6% | +19.6% | +21.7% |
| 30D | -38.8% | -4.3% | -34.5% | -37.8% |
| 3M | -24.2% | -7.7% | -16.6% | -22.4% |
| 6M | 0.0% | -7.2% | +7.3% | +1.7% |
| YTD | +93.8% | -18.5% | +112.4% | +104.6% |
| 1Y | +84.4% | -24.4% | +108.8% | +100.5% |
| 3Y | +203.6% | +21.6% | +182.0% | +182.6% |
| 5Y | +127.8% | +77.3% | +50.5% | +108.5% |
| All | +232.0% | +163.0% | +69.0% | +182.5% |
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 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