+277.2%
MRVL vs SAN
+384.2%
-107.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -36.6% |
| 6M | +186.5% | +30.6% | +155.9% | +142.9% |
| YTD | +163.4% | +28.8% | +134.6% | +123.5% |
| 1Y | +249.5% | +57.8% | +191.7% | +162.3% |
| 3Y | +289.4% | +338.1% | -48.8% | +55.8% |
| All | +277.2% | +384.2% | -107.0% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling