+1,743.1%
MRVL vs XLF
+395.6%
+1,347.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.8% | +7.8% | +7.6% |
| 7D | +3.2% | 0.0% | +3.2% | +3.1% |
| 30D | +5.9% | +0.2% | +5.8% | +5.5% |
| 3M | -29.3% | +11.7% | -41.0% | -35.5% |
| 6M | +186.5% | +13.8% | +172.7% | +157.8% |
| YTD | +163.4% | +7.0% | +156.4% | +147.8% |
| 1Y | +249.5% | +9.1% | +240.4% | +224.0% |
| 3Y | +289.4% | +75.6% | +213.7% | +162.5% |
| 5Y | +270.2% | +66.4% | +203.8% | +169.2% |
| 10Y | +1,748.8% | +250.3% | +1,498.5% | +687.8% |
| All | +1,743.1% | +395.6% | +1,347.5% | +469.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling