+252.3%
MRVL vs SFM
-47.5%
+299.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.9% | +8.2% | +4.0% |
| 7D | +13.8% | -7.2% | +21.0% | +13.4% |
| 30D | +12.7% | -14.3% | +27.0% | +11.8% |
| 3M | -11.9% | -13.7% | +1.8% | -12.6% |
| 6M | +153.8% | -6.0% | +159.9% | +151.5% |
| YTD | +177.0% | -8.2% | +185.2% | +175.6% |
| 1Y | +252.3% | -46.2% | +298.6% | +200.7% |
| All | +252.3% | -47.5% | +299.9% | +200.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling