+1,847.4%
MRVL vs XYZ
+609.1%
+1,238.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | +8.7% | -5.2% | +13.8% | +10.9% |
| 30D | +6.9% | 0.0% | +6.9% | +6.5% |
| 3M | -10.1% | +18.7% | -28.8% | -17.0% |
| 6M | +143.4% | +20.5% | +122.9% | +122.6% |
| YTD | +167.5% | +21.5% | +146.0% | +140.0% |
| 1Y | +239.0% | +7.2% | +231.7% | +217.9% |
| 3Y | +311.0% | +49.0% | +262.0% | +219.7% |
| 5Y | +278.0% | -68.1% | +346.1% | +374.1% |
| All | +1,847.4% | +609.1% | +1,238.2% | +910.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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