+1,925.8%
MRVL vs XLI
+260.4%
+1,665.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +3.0% | +2.7% |
| 7D | +5.6% | -1.7% | +7.3% | +7.8% |
| 30D | +8.8% | -7.3% | +16.0% | +19.7% |
| 3M | -15.9% | -1.3% | -14.5% | -13.4% |
| 6M | +161.3% | +2.2% | +159.0% | +161.5% |
| YTD | +178.2% | +11.7% | +166.5% | +149.3% |
| 1Y | +255.3% | +14.3% | +241.1% | +210.8% |
| 3Y | +323.1% | +70.3% | +252.8% | +146.1% |
| 5Y | +293.2% | +82.3% | +210.9% | +123.4% |
| All | +1,925.8% | +260.4% | +1,665.4% | +541.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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