+604.1%
MRVL vs XRT
+552.1%
+52.1%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.7% | +5.8% | +6.6% |
| 7D | -9.8% | +2.5% | -12.3% | -11.6% |
| 30D | -43.8% | +10.3% | -54.2% | -48.7% |
| 3M | -29.3% | +2.4% | -31.7% | -31.8% |
| 6M | -9.1% | +10.0% | -19.1% | -17.8% |
| YTD | +82.2% | +9.5% | +72.7% | +65.4% |
| 1Y | +70.3% | +17.2% | +53.2% | +46.3% |
| 3Y | +197.0% | +62.0% | +135.0% | +99.0% |
| 5Y | +115.8% | -2.1% | +117.9% | +117.3% |
| 10Y | +1,204.0% | +152.6% | +1,051.5% | +482.8% |
| All | +604.1% | +552.1% | +52.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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