+1,743.1%
MRVL vs SAP
+567.6%
+1,175.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.9% | +7.9% | +7.6% |
| 7D | +3.2% | -2.9% | +6.1% | +4.8% |
| 30D | +5.9% | +9.0% | -3.1% | +0.4% |
| 3M | -29.3% | +14.9% | -44.3% | -37.4% |
| 6M | +186.5% | +11.9% | +174.6% | +152.1% |
| YTD | +163.4% | -9.9% | +173.4% | +159.8% |
| 1Y | +249.5% | -19.5% | +269.0% | +269.4% |
| 3Y | +289.4% | +61.8% | +227.6% | +174.7% |
| 5Y | +270.2% | +56.2% | +214.1% | +171.4% |
| 10Y | +1,748.8% | +180.6% | +1,568.2% | +842.1% |
| All | +1,743.1% | +567.6% | +1,175.4% | +306.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling