+278.0%
MRVL vs XLF
+62.9%
+215.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.0% |
| 7D | +8.7% | -2.9% | +11.6% | +12.7% |
| 30D | +6.9% | -1.6% | +8.5% | +8.5% |
| 3M | -10.1% | +9.3% | -19.4% | -21.9% |
| 6M | +143.4% | +14.6% | +128.9% | +97.2% |
| YTD | +167.5% | +4.7% | +162.7% | +144.4% |
| 1Y | +239.0% | +8.6% | +230.3% | +192.8% |
| 3Y | +311.0% | +73.9% | +237.1% | +80.7% |
| 5Y | +278.0% | +65.0% | +213.0% | +86.5% |
| All | +278.0% | +62.9% | +215.1% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling