+1,925.8%
MRVL vs XLV
+174.9%
+1,750.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.2% |
| 7D | +5.6% | -3.6% | +9.2% | +9.3% |
| 30D | +8.8% | -1.8% | +10.6% | +10.3% |
| 3M | -15.9% | +7.8% | -23.7% | -24.4% |
| 6M | +161.3% | +9.1% | +152.1% | +131.2% |
| YTD | +178.2% | +7.7% | +170.5% | +149.0% |
| 1Y | +255.3% | +20.4% | +234.9% | +179.3% |
| 3Y | +323.1% | +30.8% | +292.3% | +199.2% |
| 5Y | +293.2% | +34.6% | +258.6% | +176.0% |
| All | +1,925.8% | +174.9% | +1,750.9% | +721.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 XLV 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