+1,954.1%
MRVL vs XLB
+158.8%
+1,795.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.3% | +5.4% |
| 7D | +13.8% | -2.9% | +16.8% | +17.6% |
| 30D | +12.7% | -3.4% | +16.0% | +16.8% |
| 3M | -11.9% | +1.6% | -13.5% | -14.3% |
| 6M | +153.8% | +3.6% | +150.2% | +143.6% |
| YTD | +177.0% | +14.2% | +162.7% | +136.1% |
| 1Y | +252.3% | +15.6% | +236.8% | +195.6% |
| 3Y | +325.5% | +33.1% | +292.4% | +210.4% |
| 5Y | +290.9% | +35.0% | +255.8% | +195.2% |
| 10Y | +1,954.1% | +164.5% | +1,789.6% | +757.9% |
| All | +1,954.1% | +158.8% | +1,795.4% | +757.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling