+195.7%
MRVL vs SFM
+27.3%
+168.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -4.8% |
| 7D | +11.0% | +6.0% | +5.0% | +10.3% |
| 30D | -36.1% | -19.5% | -16.6% | -34.3% |
| 3M | -29.4% | -37.0% | +7.6% | -25.5% |
| 6M | -11.9% | -41.0% | +29.1% | -6.4% |
| YTD | +84.8% | -34.6% | +119.4% | +90.9% |
| 1Y | +79.4% | -36.3% | +115.7% | +86.3% |
| 3Y | +195.7% | +24.5% | +171.2% | +177.6% |
| All | +195.7% | +27.3% | +168.4% | +177.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling