+211.7%
MRVL vs EXE
+161.7%
+50.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.9% |
| 7D | -10.2% | -2.2% | -8.0% | -9.4% |
| 30D | -43.9% | -0.3% | -43.6% | -43.7% |
| 3M | -26.0% | -9.3% | -16.6% | -23.7% |
| 6M | -9.2% | -7.2% | -2.0% | -7.7% |
| YTD | +82.0% | -18.9% | +100.9% | +92.3% |
| 1Y | +65.9% | -21.7% | +87.6% | +77.8% |
| 3Y | +185.0% | +21.0% | +164.1% | +165.6% |
| 5Y | +121.5% | +76.0% | +45.5% | +103.0% |
| All | +211.7% | +161.7% | +50.0% | +165.6% |
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