+185.0%
MRVL vs SBAC
-7.1%
+192.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | 0.0% |
| 7D | -10.2% | +3.6% | -13.9% | -9.3% |
| 30D | -43.9% | +4.9% | -48.8% | -43.1% |
| 3M | -26.0% | +6.5% | -32.4% | -24.7% |
| 6M | -9.2% | -11.1% | +1.9% | -9.8% |
| YTD | +82.0% | +0.9% | +81.1% | +84.0% |
| 1Y | +65.9% | -1.6% | +67.4% | +66.9% |
| 3Y | +185.0% | -7.0% | +192.0% | +188.4% |
| All | +185.0% | -7.1% | +192.2% | +188.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling