+1,173.1%
MRVL vs SBAC
+114.8%
+1,058.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.5% | -6.2% | -5.1% |
| 7D | +11.0% | +0.6% | +10.4% | +10.8% |
| 30D | -36.1% | +5.5% | -41.6% | -37.3% |
| 3M | -29.4% | +3.1% | -32.5% | -30.5% |
| 6M | -11.9% | -7.0% | -4.8% | -11.7% |
| YTD | +84.8% | +0.5% | +84.3% | +78.1% |
| 1Y | +79.4% | +0.2% | +79.2% | +72.9% |
| 3Y | +195.7% | -7.4% | +203.1% | +176.3% |
| 5Y | +117.2% | -39.7% | +156.9% | +152.1% |
| All | +1,173.1% | +114.8% | +1,058.3% | +924.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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