-1.1%
MRVL vs XLB
+3.1%
-4.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.3% | +9.0% | +9.1% |
| 7D | +5.6% | -1.6% | +7.3% | +6.6% |
| 30D | -36.5% | +7.2% | -43.7% | -39.1% |
| 3M | -20.5% | 0.0% | -20.5% | -19.5% |
| 6M | -1.1% | +2.3% | -3.5% | +0.5% |
| All | -1.1% | +3.1% | -4.2% | +0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling