+1,091.0%
MRVL vs XLE
+165.9%
+925.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -28.1% | -12.0% | -16.1% | -23.5% |
| 30D | -50.4% | -2.7% | -47.6% | -49.7% |
| 3M | -32.9% | +6.6% | -39.5% | -35.0% |
| 6M | -17.9% | +9.5% | -27.5% | -22.0% |
| YTD | +66.4% | +40.6% | +25.9% | +38.8% |
| 1Y | +51.5% | +43.6% | +7.9% | +25.0% |
| 3Y | +177.9% | +58.1% | +119.8% | +119.3% |
| 5Y | +100.0% | +152.2% | -52.2% | +27.1% |
| All | +1,091.0% | +165.9% | +925.1% | +645.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 XLE 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