+298.8%
MRVL vs SAN
+358.9%
-60.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.8% | +7.8% | +7.5% |
| 7D | +3.2% | +1.8% | +1.4% | +2.0% |
| 30D | +5.9% | +2.0% | +4.0% | +4.4% |
| 3M | -29.3% | +19.7% | -49.1% | -36.5% |
| 6M | +186.5% | +30.6% | +155.9% | +143.9% |
| YTD | +163.4% | +28.8% | +134.6% | +124.3% |
| 1Y | +249.5% | +57.8% | +191.7% | +165.2% |
| All | +298.8% | +358.9% | -60.1% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling