+696.2%
MRVL vs EXPE
+727.6%
-31.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.9% | +10.6% | +7.3% |
| 7D | -28.1% | -9.3% | -18.8% | -26.2% |
| 30D | -50.4% | +0.1% | -50.5% | -51.1% |
| 3M | -32.9% | -15.3% | -17.6% | -30.7% |
| 6M | -17.9% | +5.5% | -23.4% | -23.0% |
| YTD | +66.4% | -8.0% | +74.4% | +60.4% |
| 1Y | +51.5% | +18.9% | +32.7% | +32.3% |
| 3Y | +177.9% | +135.5% | +42.3% | +86.7% |
| 5Y | +100.0% | +44.3% | +55.8% | +54.7% |
| 10Y | +1,108.1% | +117.7% | +990.4% | +629.3% |
| All | +696.2% | +727.6% | -31.4% | +103.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling