+1,077.1%
MRVL vs EXPD
+304.0%
+773.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +8.0% | +7.3% |
| 7D | -28.1% | -7.2% | -20.9% | -24.0% |
| 30D | -50.4% | -3.3% | -47.1% | -49.1% |
| 3M | -32.9% | +3.4% | -36.3% | -34.4% |
| 6M | -17.9% | +22.7% | -40.6% | -29.2% |
| YTD | +66.4% | +24.5% | +41.9% | +38.6% |
| 1Y | +51.5% | +38.6% | +12.9% | +16.5% |
| 3Y | +177.9% | +71.5% | +106.4% | +72.6% |
| 5Y | +100.0% | +56.2% | +43.8% | +34.2% |
| All | +1,077.1% | +304.0% | +773.1% | +340.2% |
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