+1,847.4%
MRVL vs XME
+426.6%
+1,420.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.7% | +0.3% | -0.9% |
| 7D | +8.7% | -3.0% | +11.7% | +11.0% |
| 30D | +6.9% | -2.6% | +9.5% | +8.8% |
| 3M | -10.1% | +2.2% | -12.3% | -10.5% |
| 6M | +143.4% | +0.7% | +142.7% | +149.0% |
| YTD | +167.5% | +10.9% | +156.6% | +153.7% |
| 1Y | +239.0% | +35.7% | +203.3% | +179.8% |
| 3Y | +311.0% | +127.1% | +183.8% | +147.4% |
| 5Y | +278.0% | +168.5% | +109.5% | +110.0% |
| All | +1,847.4% | +426.6% | +1,420.8% | +643.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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