+1,954.1%
MRVL vs SAP
+175.9%
+1,778.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +5.0% |
| 7D | +13.8% | -0.3% | +14.1% | +13.8% |
| 30D | +12.7% | +0.3% | +12.4% | +11.9% |
| 3M | -11.9% | +16.9% | -28.8% | -23.6% |
| 6M | +153.8% | +6.3% | +147.5% | +129.7% |
| YTD | +177.0% | -12.4% | +189.4% | +184.3% |
| 1Y | +252.3% | -21.6% | +274.0% | +294.8% |
| 3Y | +325.5% | +54.8% | +270.8% | +184.4% |
| 5Y | +290.9% | +56.2% | +234.7% | +154.9% |
| 10Y | +1,954.1% | +179.0% | +1,775.1% | +789.3% |
| All | +1,954.1% | +175.9% | +1,778.2% | +789.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling