+96.9%
MRVL vs SAP
+70.5%
+26.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.1% | +9.9% | +8.2% |
| 7D | -28.1% | -0.7% | -27.4% | -28.3% |
| 30D | -50.4% | +11.1% | -61.5% | -54.0% |
| 3M | -32.9% | +17.0% | -50.0% | -40.4% |
| 6M | -17.9% | +34.8% | -52.8% | -37.2% |
| YTD | +66.4% | -2.2% | +68.7% | +63.8% |
| 1Y | +51.5% | -6.4% | +58.0% | +56.6% |
| 3Y | +177.9% | +75.1% | +102.7% | +44.0% |
| All | +96.9% | +70.5% | +26.4% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling