+1,925.8%
MRVL vs SCHG
+459.0%
+1,466.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.2% | +2.7% |
| 7D | +5.6% | -1.0% | +6.7% | +7.3% |
| 30D | +8.8% | -1.3% | +10.0% | +10.7% |
| 3M | -15.9% | +5.4% | -21.3% | -21.9% |
| 6M | +161.3% | +14.4% | +146.8% | +117.3% |
| YTD | +178.2% | +8.0% | +170.2% | +152.2% |
| 1Y | +255.3% | +12.7% | +242.6% | +204.1% |
| 3Y | +323.1% | +85.6% | +237.5% | +93.5% |
| 5Y | +293.2% | +85.5% | +207.7% | +92.2% |
| All | +1,925.8% | +459.0% | +1,466.8% | +164.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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