+321.2%
MRVL vs XLF
+73.6%
+247.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.7% |
| 7D | +13.8% | -1.0% | +14.9% | +14.9% |
| 30D | +12.7% | -1.3% | +14.0% | +13.6% |
| 3M | -11.9% | +9.1% | -21.1% | -21.8% |
| 6M | +153.8% | +14.4% | +139.5% | +111.3% |
| YTD | +177.0% | +5.1% | +171.9% | +156.5% |
| 1Y | +252.3% | +8.6% | +243.7% | +210.6% |
| All | +321.2% | +73.6% | +247.5% | +111.4% |
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