+323.1%
MRVL vs MXL
+222.8%
+100.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.5% | -3.5% | +1.5% |
| 7D | +5.6% | +18.9% | -13.2% | -0.3% |
| 30D | +8.8% | +0.3% | +8.4% | +7.6% |
| 3M | -15.9% | -8.0% | -7.8% | -15.4% |
| 6M | +161.3% | +341.2% | -180.0% | +32.4% |
| YTD | +178.2% | +327.8% | -149.6% | +40.9% |
| 1Y | +255.3% | +364.9% | -109.6% | +70.1% |
| 3Y | +323.1% | +229.2% | +93.9% | +106.2% |
| All | +323.1% | +222.8% | +100.3% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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