+1,860.6%
MRVL vs XYZ
+655.2%
+1,205.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.8% | -7.5% | -5.8% |
| 7D | +11.0% | -1.1% | +12.1% | +11.5% |
| 30D | -36.1% | +11.5% | -47.6% | -39.4% |
| 3M | -29.4% | +1.8% | -31.2% | -30.9% |
| 6M | -11.9% | +21.2% | -33.1% | -20.0% |
| YTD | +84.8% | +29.9% | +54.8% | +60.5% |
| 1Y | +79.4% | +35.8% | +43.7% | +52.7% |
| 3Y | +195.7% | +62.6% | +133.2% | +124.2% |
| 5Y | +117.2% | -62.8% | +180.0% | +152.5% |
| 10Y | +1,193.7% | +612.0% | +581.8% | +561.0% |
| All | +1,860.6% | +655.2% | +1,205.4% | +869.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling