+218.5%
MRVL vs EXPD
+75.1%
+143.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.9% | +6.5% | +8.1% |
| 7D | +5.6% | -1.6% | +7.2% | +6.7% |
| 30D | -36.5% | +0.6% | -37.1% | -36.4% |
| 3M | -20.5% | +9.8% | -30.3% | -23.0% |
| 6M | -1.1% | +25.8% | -26.9% | -9.5% |
| YTD | +99.0% | +31.3% | +67.7% | +77.0% |
| 1Y | +89.3% | +40.9% | +48.3% | +63.3% |
| All | +218.5% | +75.1% | +143.4% | +113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling