+197.0%
MRVL vs XLB
+44.4%
+152.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.9% | +7.6% | +7.3% |
| 7D | -9.8% | -1.4% | -8.4% | -8.1% |
| 30D | -43.8% | +7.1% | -50.9% | -48.4% |
| 3M | -29.3% | +0.6% | -29.9% | -30.3% |
| 6M | -9.1% | +3.5% | -12.6% | -13.7% |
| YTD | +82.2% | +18.2% | +64.0% | +44.2% |
| 1Y | +70.3% | +25.6% | +44.7% | +24.2% |
| 3Y | +197.0% | +46.7% | +150.3% | +69.8% |
| All | +197.0% | +44.4% | +152.6% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling