+195.7%
MRVL vs XLF
+81.9%
+113.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -5.5% |
| 7D | +11.0% | +2.7% | +8.4% | +8.4% |
| 30D | -36.1% | +7.6% | -43.7% | -40.8% |
| 3M | -29.4% | +1.1% | -30.5% | -30.6% |
| 6M | -11.9% | +15.9% | -27.8% | -27.2% |
| YTD | +84.8% | +8.4% | +76.3% | +65.6% |
| 1Y | +79.4% | +12.5% | +66.9% | +52.9% |
| 3Y | +195.7% | +81.6% | +114.2% | +18.9% |
| All | +195.7% | +81.9% | +113.8% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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