+118.8%
MRVL vs XYZ
-63.1%
+181.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.8% | -7.5% | -5.9% |
| 7D | +11.0% | -1.1% | +12.1% | +11.5% |
| 30D | -36.1% | +11.5% | -47.6% | -39.8% |
| 3M | -29.4% | +1.8% | -31.2% | -31.1% |
| 6M | -11.9% | +21.2% | -33.1% | -21.1% |
| YTD | +84.8% | +29.9% | +54.8% | +57.1% |
| 1Y | +79.4% | +35.8% | +43.7% | +48.9% |
| 3Y | +195.7% | +62.6% | +133.2% | +111.7% |
| All | +118.8% | -63.1% | +181.9% | +137.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling