+304.8%
MRVL vs SAP
+59.4%
+245.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.9% | +7.9% | +7.4% |
| 7D | +3.2% | -2.9% | +6.1% | +4.3% |
| 30D | +5.9% | +9.0% | -3.1% | +2.3% |
| 3M | -29.3% | +14.9% | -44.3% | -32.6% |
| 6M | +186.5% | +11.9% | +174.6% | +174.4% |
| YTD | +163.4% | -9.9% | +173.4% | +193.0% |
| 1Y | +249.5% | -19.5% | +269.0% | +330.6% |
| All | +304.8% | +59.4% | +245.4% | +196.1% |
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