+271.9%
MRVL vs EXPD
+61.6%
+210.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.9% | +6.2% | +6.4% |
| 7D | +3.2% | -1.1% | +4.3% | +4.0% |
| 30D | +5.9% | +4.1% | +1.9% | +3.2% |
| 3M | -29.3% | +17.9% | -47.2% | -37.0% |
| 6M | +186.5% | +29.2% | +157.3% | +138.0% |
| YTD | +163.4% | +27.4% | +136.1% | +117.0% |
| 1Y | +249.5% | +56.8% | +192.7% | +142.0% |
| 3Y | +289.4% | +68.0% | +221.3% | +141.6% |
| All | +271.9% | +61.6% | +210.3% | +129.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling