Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MRVL vs SHEL✓SelectedUSD · SHELMRVL vs SHEL performance historyLatest closeAs of-3.43%09/10
Stock and ETF performance explorer

MRVL vs SHEL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,771.2%
SHEL return
+434.3%
Excess return
+1,336.9%
Maximum drawdown
-91.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-10.

Portfolio and benchmark returns by period
PeriodPortfolioSHELExcessAlpha
1D-3.4%+0.4%-3.8%-3.6%
7D+8.7%+3.9%+4.8%+6.6%
30D+6.9%+7.0%-0.1%+3.4%
3M-10.1%+12.5%-22.6%-16.1%
6M+143.4%+14.8%+128.7%+124.7%
YTD+167.5%+34.2%+133.3%+127.9%
1Y+239.0%+37.0%+202.0%+185.7%
3Y+311.0%+70.9%+240.1%+207.4%
5Y+278.0%+192.5%+85.4%+111.6%
10Y+1,883.8%+208.5%+1,675.3%+858.5%
All+1,771.2%+434.3%+1,336.9%+427.9%

Cumulative growth

Daily Returns

Daily percentage return beside SHEL.

Daily Out/Under-Performance

Portfolio return minus SHEL return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × SHEL 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded SHEL 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…

1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling