+255.3%
MRVL vs SCHG
+13.0%
+242.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.2% | +2.4% |
| 7D | +5.6% | -1.0% | +6.7% | +7.7% |
| 30D | +8.8% | -1.3% | +10.0% | +11.1% |
| 3M | -15.9% | +5.4% | -21.3% | -23.6% |
| 6M | +161.3% | +14.4% | +146.8% | +107.7% |
| YTD | +178.2% | +8.0% | +170.2% | +144.0% |
| 1Y | +255.3% | +12.7% | +242.6% | +203.8% |
| All | +255.3% | +13.0% | +242.3% | +203.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling