+1,916.5%
MRVL vs SFM
+273.2%
+1,643.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.9% | +8.2% | +4.9% |
| 7D | +13.8% | -7.2% | +21.0% | +15.1% |
| 30D | +12.7% | -14.3% | +27.0% | +15.2% |
| 3M | -11.9% | -13.7% | +1.8% | -10.4% |
| 6M | +153.8% | -6.0% | +159.9% | +152.3% |
| YTD | +177.0% | -8.2% | +185.2% | +175.7% |
| 1Y | +252.3% | -46.2% | +298.6% | +284.2% |
| 3Y | +325.5% | +83.6% | +242.0% | +273.1% |
| 5Y | +290.9% | +212.7% | +78.2% | +209.5% |
| All | +1,916.5% | +273.2% | +1,643.3% | +1,374.1% |
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