+1,224.2%
MRVL vs EXPD
+329.8%
+894.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -10.2% | -7.4% | -2.8% | -4.8% |
| 30D | -43.9% | -2.1% | -41.8% | -42.8% |
| 3M | -26.0% | +5.7% | -31.6% | -28.6% |
| 6M | -9.2% | +21.4% | -30.6% | -21.1% |
| YTD | +82.0% | +27.6% | +54.4% | +49.1% |
| 1Y | +65.9% | +36.1% | +29.8% | +29.6% |
| 3Y | +185.0% | +69.9% | +115.2% | +79.0% |
| 5Y | +121.5% | +59.7% | +61.8% | +46.4% |
| 10Y | +1,224.2% | +323.0% | +901.1% | +382.9% |
| All | +1,224.2% | +329.8% | +894.3% | +382.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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