+1,270.9%
MRVL vs EXEL
+331.1%
+939.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.2% | +9.2% | +9.3% |
| 7D | +5.6% | -2.8% | +8.4% | +6.7% |
| 30D | -36.5% | +18.2% | -54.7% | -39.1% |
| 3M | -20.5% | +37.7% | -58.2% | -26.6% |
| 6M | -1.1% | +42.2% | -43.4% | -10.0% |
| YTD | +99.0% | +61.3% | +37.7% | +74.9% |
| 1Y | +89.3% | +64.5% | +24.8% | +65.5% |
| 3Y | +211.6% | +236.7% | -25.0% | +119.5% |
| 5Y | +134.0% | +296.3% | -162.3% | +56.5% |
| All | +1,270.9% | +331.1% | +939.8% | +736.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling