+1,175.0%
MRVL vs MXL
+270.5%
+904.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.0% | -5.2% | -1.2% |
| 7D | +7.1% | +15.5% | -8.3% | +1.9% |
| 30D | +3.1% | -11.3% | +14.4% | +6.2% |
| 3M | -21.9% | -16.1% | -5.8% | -19.1% |
| 6M | +151.8% | +323.0% | -171.2% | +28.6% |
| YTD | +165.6% | +281.5% | -115.9% | +39.5% |
| 1Y | +242.3% | +319.3% | -77.0% | +71.0% |
| 3Y | +308.2% | +189.4% | +118.8% | +109.7% |
| 5Y | +280.4% | +26.0% | +254.4% | +155.1% |
| 10Y | +1,832.5% | +243.5% | +1,589.0% | +800.8% |
| All | +1,175.0% | +270.5% | +904.5% | +458.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling