+441.7%
MRVL vs XHB
+172.3%
+269.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.4% | -5.2% |
| 7D | +11.0% | -0.2% | +11.2% | +11.3% |
| 30D | -36.1% | +9.9% | -46.0% | -40.7% |
| 3M | -29.4% | -6.3% | -23.1% | -27.2% |
| 6M | -11.9% | +3.8% | -15.7% | -14.9% |
| YTD | +84.8% | +0.1% | +84.6% | +81.9% |
| 1Y | +79.4% | -0.8% | +80.2% | +77.7% |
| 3Y | +195.7% | +35.6% | +160.1% | +134.6% |
| 5Y | +117.2% | +29.6% | +87.6% | +82.7% |
| 10Y | +1,193.7% | +237.5% | +956.2% | +514.2% |
| All | +441.7% | +172.3% | +269.4% | +148.5% |
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