+79.4%
MRVL vs SAN
+12.6%
+66.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.3% | -5.1% |
| 7D | +11.0% | +4.0% | +7.0% | +8.6% |
| 30D | -36.1% | -7.8% | -28.3% | -32.7% |
| 3M | -29.4% | -16.4% | -13.1% | -21.0% |
| 6M | -11.9% | +3.5% | -15.4% | -14.6% |
| YTD | +84.8% | +6.7% | +78.1% | +65.6% |
| 1Y | +79.4% | +14.5% | +64.9% | +49.7% |
| All | +79.4% | +12.6% | +66.8% | +49.7% |
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