+218.5%
MRVL vs EXEL
+238.6%
-20.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.2% | +9.2% | +9.3% |
| 7D | +5.6% | -2.8% | +8.4% | +6.4% |
| 30D | -36.5% | +18.2% | -54.7% | -38.2% |
| 3M | -20.5% | +37.7% | -58.2% | -24.7% |
| 6M | -1.1% | +42.2% | -43.4% | -7.4% |
| YTD | +99.0% | +61.3% | +37.7% | +81.4% |
| 1Y | +89.3% | +64.5% | +24.8% | +72.0% |
| All | +218.5% | +238.6% | -20.1% | +178.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling