+1,846.5%
MRVL vs XLY
+1,096.0%
+750.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.0% |
| 7D | +5.6% | -1.7% | +7.3% | +7.7% |
| 30D | +8.8% | -4.2% | +12.9% | +13.6% |
| 3M | -15.9% | -2.7% | -13.2% | -14.0% |
| 6M | +161.3% | -0.6% | +161.9% | +162.8% |
| YTD | +178.2% | -5.0% | +183.3% | +193.0% |
| 1Y | +255.3% | -4.1% | +259.4% | +271.4% |
| 3Y | +323.1% | +33.6% | +289.5% | +217.8% |
| 5Y | +293.2% | +28.7% | +264.5% | +227.1% |
| 10Y | +1,963.7% | +219.6% | +1,744.0% | +578.3% |
| All | +1,846.5% | +1,096.0% | +750.6% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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