+118.8%
MRVL vs XLI
+69.5%
+49.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -3.9% |
| 7D | +11.0% | +3.8% | +7.3% | +3.9% |
| 30D | -36.1% | +1.0% | -37.1% | -36.6% |
| 3M | -29.4% | -8.9% | -20.5% | -14.5% |
| 6M | -11.9% | -2.3% | -9.6% | -4.2% |
| YTD | +84.8% | +9.7% | +75.1% | +61.3% |
| 1Y | +79.4% | +12.3% | +67.1% | +50.0% |
| 3Y | +195.7% | +71.5% | +124.3% | +17.1% |
| All | +118.8% | +69.5% | +49.3% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling