+308.2%
MRVL vs EXPE
+162.6%
+145.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.9% | +8.7% | +2.8% |
| 7D | +7.1% | -9.8% | +16.9% | +9.8% |
| 30D | +3.1% | -11.5% | +14.6% | +5.7% |
| 3M | -21.9% | +21.7% | -43.7% | -28.2% |
| 6M | +151.8% | +10.4% | +141.5% | +136.5% |
| YTD | +165.6% | -2.5% | +168.2% | +158.3% |
| 1Y | +242.3% | +27.3% | +214.9% | +192.1% |
| 3Y | +308.2% | +153.5% | +154.7% | +173.0% |
| All | +308.2% | +162.6% | +145.5% | +173.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling