+170.0%
MRVL vs S
-49.1%
+219.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -10.2% | +1.4% | -11.6% | -10.2% |
| 30D | -43.9% | -10.8% | -33.1% | -41.4% |
| 3M | -26.0% | +5.4% | -31.4% | -28.1% |
| 6M | -9.2% | +41.2% | -50.4% | -21.2% |
| YTD | +82.0% | +56.2% | +25.8% | +49.4% |
| 1Y | +65.9% | +36.3% | +29.6% | +42.2% |
| 3Y | +185.0% | +49.4% | +135.6% | +125.7% |
| 5Y | +121.5% | -66.9% | +188.3% | +130.6% |
| All | +170.0% | -49.1% | +219.1% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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