+1,743.1%
MRVL vs SAN
+467.3%
+1,275.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.8% | +7.8% | +7.4% |
| 7D | +3.2% | +1.8% | +1.4% | +2.3% |
| 30D | +5.9% | +2.0% | +4.0% | +4.8% |
| 3M | -29.3% | +19.7% | -49.1% | -34.8% |
| 6M | +186.5% | +30.6% | +155.9% | +153.9% |
| YTD | +163.4% | +28.8% | +134.6% | +134.0% |
| 1Y | +249.5% | +57.8% | +191.7% | +183.3% |
| 3Y | +289.4% | +338.1% | -48.8% | +97.1% |
| 5Y | +270.2% | +384.2% | -114.0% | +76.7% |
| 10Y | +1,748.8% | +353.1% | +1,395.7% | +711.3% |
| All | +1,743.1% | +467.3% | +1,275.8% | +329.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling