+121.5%
MRVL vs XLC
+40.7%
+80.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.6% |
| 7D | -10.2% | +6.2% | -16.5% | -17.5% |
| 30D | -43.9% | -2.4% | -41.5% | -41.9% |
| 3M | -26.0% | -3.3% | -22.6% | -23.4% |
| 6M | -9.2% | -7.3% | -1.9% | -2.6% |
| YTD | +82.0% | -7.6% | +89.6% | +95.3% |
| 1Y | +65.9% | -3.7% | +69.6% | +66.9% |
| 3Y | +185.0% | +62.9% | +122.1% | +33.9% |
| 5Y | +121.5% | +41.6% | +79.8% | +35.9% |
| All | +121.5% | +40.7% | +80.7% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling