+2,695.4%
MRVL vs XYZ
+638.9%
+2,056.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.7% | +7.8% | +7.3% |
| 7D | +3.2% | -1.0% | +4.2% | +3.4% |
| 30D | +5.9% | -1.7% | +7.6% | +6.2% |
| 3M | -29.3% | +16.7% | -46.1% | -33.8% |
| 6M | +186.5% | +26.9% | +159.6% | +157.4% |
| YTD | +163.4% | +27.1% | +136.3% | +133.5% |
| 1Y | +249.5% | +9.3% | +240.2% | +226.7% |
| 3Y | +289.4% | +42.3% | +247.1% | +212.4% |
| 5Y | +270.2% | -69.3% | +339.6% | +363.4% |
| 10Y | +1,748.8% | +586.8% | +1,162.0% | +865.2% |
| All | +2,695.4% | +638.9% | +2,056.4% | +1,310.8% |
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