+82.7%
MRVL vs SAN
+23.5%
+59.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +6.4% | -13.5% | -10.7% |
| 7D | -36.5% | +4.5% | -41.0% | -38.3% |
| 30D | -41.1% | -12.1% | -29.0% | -36.0% |
| 3M | -26.9% | -15.6% | -11.3% | -18.9% |
| 6M | -2.3% | +5.8% | -8.1% | -6.4% |
| YTD | +88.4% | +5.5% | +82.9% | +70.2% |
| 1Y | +82.7% | +23.6% | +59.2% | +41.3% |
| All | +82.7% | +23.5% | +59.3% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling