+770.6%
MRVL vs EXPE
+710.1%
+60.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +1.9% | +0.5% |
| 7D | -10.2% | -11.2% | +1.0% | -6.9% |
| 30D | -43.9% | -7.5% | -36.5% | -43.2% |
| 3M | -26.0% | -19.1% | -6.9% | -22.4% |
| 6M | -9.2% | +10.7% | -19.9% | -15.8% |
| YTD | +82.0% | -9.9% | +91.9% | +76.6% |
| 1Y | +65.9% | -4.6% | +70.5% | +57.6% |
| 3Y | +185.0% | +116.8% | +68.2% | +97.1% |
| 5Y | +121.5% | +38.6% | +82.9% | +73.4% |
| 10Y | +1,224.2% | +115.9% | +1,108.3% | +701.6% |
| All | +770.6% | +710.1% | +60.4% | +124.4% |
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