+730.9%
MRVL vs XLC
+137.1%
+593.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.8% | +8.6% | +8.4% |
| 7D | +5.6% | +3.5% | +2.2% | +1.7% |
| 30D | -36.5% | -2.6% | -34.0% | -34.2% |
| 3M | -20.5% | -2.1% | -18.4% | -19.2% |
| 6M | -1.1% | -5.5% | +4.3% | +2.7% |
| YTD | +99.0% | -6.9% | +105.9% | +110.3% |
| 1Y | +89.3% | -3.7% | +93.0% | +91.6% |
| 3Y | +211.6% | +64.2% | +147.4% | +65.0% |
| 5Y | +134.1% | +43.0% | +91.0% | +50.1% |
| All | +730.9% | +137.1% | +593.9% | +198.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling