+65.9%
MRVL vs XLB
+24.6%
+41.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | 0.0% |
| 7D | -10.2% | +0.5% | -10.7% | -10.0% |
| 30D | -43.9% | +6.9% | -50.8% | -46.9% |
| 3M | -26.0% | -0.2% | -25.8% | -25.7% |
| 6M | -9.2% | +3.3% | -12.5% | -11.9% |
| YTD | +82.0% | +18.0% | +63.9% | +49.4% |
| 1Y | +65.9% | +24.2% | +41.7% | +25.4% |
| All | +65.9% | +24.6% | +41.3% | +25.4% |
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