+252.3%
MRVL vs SAN
+53.7%
+198.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +5.1% |
| 7D | +13.8% | -0.5% | +14.3% | +14.1% |
| 30D | +12.7% | -0.1% | +12.8% | +12.4% |
| 3M | -11.9% | +19.6% | -31.6% | -22.2% |
| 6M | +153.8% | +32.7% | +121.2% | +109.9% |
| YTD | +177.0% | +26.7% | +150.3% | +129.7% |
| 1Y | +252.3% | +51.6% | +200.7% | +165.9% |
| All | +252.3% | +53.7% | +198.7% | +165.9% |
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