+277.2%
MRVL vs XLB
+36.9%
+240.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.3% | +7.4% | +7.5% |
| 7D | +3.2% | -1.4% | +4.6% | +5.1% |
| 30D | +5.9% | -0.4% | +6.3% | +6.2% |
| 3M | -29.3% | +2.0% | -31.3% | -32.0% |
| 6M | +186.5% | +1.8% | +184.7% | +177.2% |
| YTD | +163.4% | +16.6% | +146.9% | +107.3% |
| 1Y | +249.5% | +16.9% | +232.6% | +172.2% |
| 3Y | +289.4% | +32.6% | +256.8% | +151.1% |
| All | +277.2% | +36.9% | +240.3% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling