+177.9%
MRVL vs SAP
+75.3%
+102.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.1% | +9.9% | +7.0% |
| 7D | -28.1% | -0.7% | -27.4% | -28.2% |
| 30D | -50.4% | +11.1% | -61.5% | -52.4% |
| 3M | -32.9% | +17.0% | -50.0% | -37.1% |
| 6M | -17.9% | +34.8% | -52.8% | -28.9% |
| YTD | +66.4% | -2.2% | +68.7% | +79.8% |
| 1Y | +51.5% | -6.4% | +58.0% | +71.1% |
| 3Y | +177.9% | +75.1% | +102.7% | +49.4% |
| All | +177.9% | +75.3% | +102.6% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling