+278.0%
MRVL vs SHEL
+190.7%
+87.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.6% |
| 7D | +8.7% | +3.9% | +4.8% | +6.8% |
| 30D | +6.9% | +7.0% | -0.1% | +3.6% |
| 3M | -10.1% | +12.5% | -22.6% | -15.5% |
| 6M | +143.4% | +14.8% | +128.7% | +125.8% |
| YTD | +167.5% | +34.2% | +133.3% | +128.9% |
| 1Y | +239.0% | +37.0% | +202.0% | +186.9% |
| 3Y | +311.0% | +70.9% | +240.1% | +208.6% |
| 5Y | +278.0% | +192.5% | +85.4% | +155.9% |
| All | +278.0% | +190.7% | +87.3% | +155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling