+1,167.9%
MRVL vs SCHG
+1,121.7%
+46.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -2.8% |
| 7D | +8.7% | -2.7% | +11.4% | +13.0% |
| 30D | +6.9% | -2.2% | +9.1% | +10.1% |
| 3M | -10.1% | +6.2% | -16.3% | -16.8% |
| 6M | +143.4% | +13.4% | +130.1% | +108.1% |
| YTD | +167.5% | +7.1% | +160.4% | +147.5% |
| 1Y | +239.0% | +12.5% | +226.4% | +194.7% |
| 3Y | +311.0% | +86.2% | +224.8% | +98.7% |
| 5Y | +278.0% | +83.9% | +194.1% | +100.2% |
| 10Y | +1,883.8% | +451.3% | +1,432.5% | +200.1% |
| All | +1,167.9% | +1,121.7% | +46.2% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling