+1,743.1%
MRVL vs XLB
+832.3%
+910.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.3% | +7.4% | +7.4% |
| 7D | +3.2% | -1.4% | +4.6% | +4.5% |
| 30D | +5.9% | -0.4% | +6.3% | +6.1% |
| 3M | -29.3% | +2.0% | -31.3% | -31.0% |
| 6M | +186.5% | +1.8% | +184.7% | +181.4% |
| YTD | +163.4% | +16.6% | +146.9% | +127.4% |
| 1Y | +249.5% | +16.9% | +232.6% | +200.1% |
| 3Y | +289.4% | +32.6% | +256.8% | +204.7% |
| 5Y | +270.2% | +35.6% | +234.6% | +198.4% |
| 10Y | +1,748.8% | +160.0% | +1,588.8% | +743.1% |
| All | +1,743.1% | +832.3% | +910.7% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling