+1,173.1%
MRVL vs EXPE
+123.5%
+1,049.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.5% | -4.3% |
| 7D | +11.0% | -0.5% | +11.5% | +11.3% |
| 30D | -36.1% | -6.1% | -30.0% | -35.5% |
| 3M | -29.4% | -21.3% | -8.1% | -25.1% |
| 6M | -11.9% | +19.0% | -30.9% | -20.8% |
| YTD | +84.8% | -8.4% | +93.2% | +78.0% |
| 1Y | +79.4% | -2.8% | +82.2% | +68.7% |
| 3Y | +195.7% | +120.8% | +75.0% | +93.8% |
| 5Y | +117.2% | +46.2% | +71.0% | +57.5% |
| All | +1,173.1% | +123.5% | +1,049.6% | +581.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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