+127.8%
MRVL vs XHB
+30.4%
+97.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.0% |
| 7D | +23.1% | -2.4% | +25.6% | +25.9% |
| 30D | -38.8% | +7.1% | -45.9% | -43.5% |
| 3M | -24.2% | -6.0% | -18.3% | -21.2% |
| 6M | 0.0% | +2.1% | -2.0% | -3.7% |
| YTD | +93.8% | -0.6% | +94.4% | +88.7% |
| 1Y | +84.4% | -3.3% | +87.7% | +84.2% |
| 3Y | +203.6% | +34.1% | +169.5% | +91.8% |
| 5Y | +127.8% | +28.6% | +99.2% | +49.8% |
| All | +127.8% | +30.4% | +97.4% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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