+1,224.2%
MRVL vs XLB
+166.1%
+1,058.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | +0.1% |
| 7D | -10.2% | +0.5% | -10.7% | -10.4% |
| 30D | -43.9% | +6.9% | -50.8% | -48.2% |
| 3M | -26.0% | -0.2% | -25.8% | -26.4% |
| 6M | -9.2% | +3.3% | -12.5% | -13.4% |
| YTD | +82.0% | +18.0% | +63.9% | +48.7% |
| 1Y | +65.9% | +24.2% | +41.7% | +27.9% |
| 3Y | +185.0% | +44.7% | +140.3% | +88.1% |
| 5Y | +121.5% | +31.6% | +89.9% | +69.2% |
| 10Y | +1,224.2% | +164.2% | +1,059.9% | +463.5% |
| All | +1,224.2% | +166.1% | +1,058.1% | +463.5% |
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