+1,293.1%
MRVL vs SFM
+140.8%
+1,152.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.5% | +5.9% | +8.8% |
| 7D | +5.6% | -7.1% | +12.7% | +6.9% |
| 30D | -36.5% | -21.4% | -15.1% | -34.4% |
| 3M | -20.5% | -40.1% | +19.6% | -14.7% |
| 6M | -1.1% | -38.0% | +36.9% | +4.6% |
| YTD | +99.0% | -36.5% | +135.5% | +108.2% |
| 1Y | +89.3% | -35.2% | +124.5% | +97.1% |
| 3Y | +211.6% | +23.5% | +188.2% | +189.1% |
| 5Y | +134.1% | +109.7% | +24.3% | +96.4% |
| 10Y | +1,293.1% | +132.6% | +1,160.5% | +1,007.8% |
| All | +1,293.1% | +140.8% | +1,152.3% | +1,007.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling