+1,925.8%
MRVL vs XLK
+807.8%
+1,118.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +2.1% |
| 7D | +5.6% | +0.2% | +5.4% | +5.4% |
| 30D | +8.8% | -0.6% | +9.4% | +9.9% |
| 3M | -15.9% | +2.6% | -18.4% | -15.6% |
| 6M | +161.3% | +34.0% | +127.3% | +86.3% |
| YTD | +178.2% | +30.7% | +147.6% | +104.1% |
| 1Y | +255.3% | +39.2% | +216.1% | +140.2% |
| 3Y | +323.1% | +120.4% | +202.7% | +70.6% |
| 5Y | +293.2% | +148.8% | +144.4% | +48.3% |
| All | +1,925.8% | +807.8% | +1,118.0% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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