+82.7%
MRVL vs XLB
+29.8%
+52.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.5% | -9.6% | -8.6% |
| 7D | -36.5% | +3.9% | -40.4% | -38.4% |
| 30D | -41.1% | +8.9% | -50.0% | -45.1% |
| 3M | -26.9% | +4.1% | -31.0% | -29.5% |
| 6M | -2.3% | +7.3% | -9.6% | -8.1% |
| YTD | +88.4% | +20.4% | +68.0% | +52.7% |
| 1Y | +82.7% | +29.5% | +53.2% | +34.3% |
| All | +82.7% | +29.8% | +52.9% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling