+298.8%
MRVL vs XLC
+74.0%
+224.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.2% | +8.2% | +8.5% |
| 7D | +3.2% | -0.8% | +4.0% | +4.1% |
| 30D | +5.9% | +1.0% | +4.9% | +3.8% |
| 3M | -29.3% | -0.7% | -28.6% | -30.0% |
| 6M | +186.5% | -5.1% | +191.6% | +201.3% |
| YTD | +163.4% | -4.3% | +167.7% | +172.1% |
| 1Y | +249.5% | -0.6% | +250.1% | +238.0% |
| All | +298.8% | +74.0% | +224.8% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling