+1,056.6%
MRVL vs XLC
+141.1%
+915.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +5.0% |
| 7D | +13.8% | -1.4% | +15.2% | +15.7% |
| 30D | +12.7% | -0.9% | +13.6% | +13.2% |
| 3M | -11.9% | -0.3% | -11.6% | -13.8% |
| 6M | +153.8% | -5.2% | +159.0% | +164.1% |
| YTD | +177.0% | -5.3% | +182.3% | +187.5% |
| 1Y | +252.3% | -2.8% | +255.2% | +253.4% |
| 3Y | +325.5% | +71.2% | +254.3% | +114.6% |
| 5Y | +290.9% | +37.6% | +253.3% | +161.8% |
| All | +1,056.6% | +141.1% | +915.4% | +307.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling