+1,847.4%
MRVL vs EXEL
+386.3%
+1,461.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.1% |
| 7D | +8.7% | -2.9% | +11.6% | +9.4% |
| 30D | +6.9% | +11.9% | -5.0% | +4.1% |
| 3M | -10.1% | +9.2% | -19.3% | -12.2% |
| 6M | +143.4% | +39.1% | +104.4% | +124.1% |
| YTD | +167.5% | +31.0% | +136.4% | +149.0% |
| 1Y | +239.0% | +52.3% | +186.6% | +203.4% |
| 3Y | +311.0% | +159.7% | +151.2% | +214.8% |
| 5Y | +278.0% | +187.7% | +90.3% | +179.3% |
| All | +1,847.4% | +386.3% | +1,461.1% | +1,226.2% |
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