+1,743.1%
MRVL vs XLI
+889.0%
+854.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.4% | +6.6% | +6.6% |
| 7D | +3.2% | -1.1% | +4.3% | +4.5% |
| 30D | +5.9% | -5.9% | +11.9% | +14.1% |
| 3M | -29.3% | -0.3% | -29.1% | -28.0% |
| 6M | +186.5% | +0.1% | +186.4% | +193.4% |
| YTD | +163.4% | +13.6% | +149.9% | +132.7% |
| 1Y | +249.5% | +17.2% | +232.3% | +198.6% |
| 3Y | +289.4% | +68.2% | +221.2% | +131.6% |
| 5Y | +270.2% | +80.7% | +189.5% | +115.2% |
| 10Y | +1,748.8% | +253.3% | +1,495.6% | +387.5% |
| All | +1,743.1% | +889.0% | +854.1% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling