+672.3%
MRVL vs XHB
+173.9%
+498.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.0% | +6.1% | +6.4% |
| 7D | +3.2% | -1.3% | +4.5% | +4.1% |
| 30D | +5.9% | -6.9% | +12.8% | +11.1% |
| 3M | -29.3% | -1.3% | -28.1% | -28.7% |
| 6M | +186.5% | -6.8% | +193.3% | +200.9% |
| YTD | +163.4% | +0.7% | +162.7% | +161.6% |
| 1Y | +249.5% | -11.2% | +260.7% | +275.2% |
| 3Y | +289.4% | +25.3% | +264.0% | +229.0% |
| 5Y | +270.2% | +37.3% | +232.9% | +204.5% |
| 10Y | +1,748.8% | +211.5% | +1,537.3% | +827.0% |
| All | +672.3% | +173.9% | +498.4% | +257.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling