+280.4%
MRVL vs SFM
+219.5%
+60.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +1.9% |
| 7D | +7.1% | -5.8% | +13.0% | +8.1% |
| 30D | +3.1% | -11.4% | +14.4% | +4.9% |
| 3M | -21.9% | -12.2% | -9.7% | -20.7% |
| 6M | +151.8% | -5.2% | +157.0% | +149.7% |
| YTD | +165.6% | -4.5% | +170.1% | +162.4% |
| 1Y | +242.3% | -45.4% | +287.6% | +280.6% |
| 3Y | +308.2% | +91.1% | +217.1% | +249.3% |
| 5Y | +280.4% | +226.8% | +53.6% | +224.2% |
| All | +280.4% | +219.5% | +60.9% | +224.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling