+1,837.5%
MRVL vs XLU
+661.4%
+1,176.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.4% | +5.0% |
| 7D | +13.8% | +0.6% | +13.2% | +13.3% |
| 30D | +12.7% | -0.4% | +13.1% | +13.1% |
| 3M | -11.9% | -1.7% | -10.2% | -11.3% |
| 6M | +153.8% | -7.1% | +161.0% | +164.1% |
| YTD | +177.0% | +1.9% | +175.0% | +171.3% |
| 1Y | +252.3% | +6.1% | +246.2% | +236.5% |
| 3Y | +325.5% | +48.8% | +276.8% | +225.8% |
| 5Y | +290.9% | +43.8% | +247.1% | +205.5% |
| 10Y | +1,954.1% | +143.2% | +1,810.9% | +993.7% |
| All | +1,837.5% | +661.4% | +1,176.2% | +317.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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