+668.8%
MRVL vs XME
+180.8%
+488.0%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.7% | +8.7% | +9.0% |
| 7D | +5.6% | +1.5% | +4.1% | +5.4% |
| 30D | -36.5% | -7.3% | -29.2% | -33.0% |
| 3M | -20.5% | -17.4% | -3.0% | -10.6% |
| 6M | -1.1% | -21.8% | +20.7% | +17.0% |
| YTD | +99.0% | -6.0% | +104.9% | +111.9% |
| 1Y | +89.3% | +3.8% | +85.5% | +91.4% |
| 3Y | +211.6% | +100.0% | +111.6% | +126.0% |
| 5Y | +134.0% | +116.1% | +18.0% | +65.1% |
| 10Y | +1,293.1% | +280.6% | +1,012.5% | +595.5% |
| All | +668.8% | +180.8% | +488.0% | +233.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling