-11.9%
MRVL vs XYZ
+18.8%
-30.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.8% | -7.5% | -5.0% |
| 7D | +11.0% | -1.1% | +12.1% | +11.2% |
| 30D | -36.1% | +11.5% | -47.6% | -35.8% |
| 3M | -29.4% | +1.8% | -31.2% | -27.8% |
| 6M | -11.9% | +21.2% | -33.1% | -16.3% |
| All | -11.9% | +18.8% | -30.7% | -16.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling