+1,847.4%
MRVL vs SFM
+268.6%
+1,578.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.2% |
| 7D | +8.7% | -8.8% | +17.4% | +10.2% |
| 30D | +6.9% | -14.5% | +21.4% | +9.3% |
| 3M | -10.1% | -16.8% | +6.7% | -8.0% |
| 6M | +143.4% | -5.3% | +148.8% | +141.6% |
| YTD | +167.5% | -9.4% | +176.8% | +166.8% |
| 1Y | +239.0% | -46.2% | +285.1% | +269.3% |
| 3Y | +311.0% | +81.3% | +229.7% | +261.1% |
| 5Y | +278.0% | +211.9% | +66.1% | +199.5% |
| All | +1,847.4% | +268.6% | +1,578.8% | +1,326.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SFM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling