+79.4%
MRVL vs XLB
+20.6%
+58.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.5% |
| 7D | +11.0% | +0.5% | +10.5% | +10.7% |
| 30D | -36.1% | +5.2% | -41.2% | -38.7% |
| 3M | -29.4% | +0.3% | -29.7% | -29.5% |
| 6M | -11.9% | +1.2% | -13.0% | -12.9% |
| YTD | +84.8% | +16.6% | +68.1% | +51.6% |
| 1Y | +79.4% | +21.4% | +58.0% | +38.0% |
| All | +79.4% | +20.6% | +58.8% | +38.0% |
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