+321.2%
MRVL vs XME
+132.9%
+188.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.9% |
| 7D | +13.8% | -0.2% | +14.0% | +14.0% |
| 30D | +12.7% | +1.4% | +11.3% | +11.0% |
| 3M | -11.9% | +2.7% | -14.7% | -13.6% |
| 6M | +153.8% | +6.5% | +147.3% | +146.7% |
| YTD | +177.0% | +15.2% | +161.8% | +144.4% |
| 1Y | +252.3% | +43.5% | +208.8% | +146.1% |
| All | +321.2% | +132.9% | +188.2% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling