+1,336.4%
MRVL vs SFM
+46.8%
+1,289.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.8% |
| 7D | +23.1% | -0.4% | +23.6% | +23.2% |
| 30D | -38.8% | -19.2% | -19.6% | -37.1% |
| 3M | -24.2% | -40.3% | +16.1% | -18.7% |
| 6M | 0.0% | -40.9% | +40.9% | +6.8% |
| YTD | +93.8% | -35.5% | +129.4% | +102.5% |
| 1Y | +84.4% | -37.4% | +121.8% | +93.5% |
| 3Y | +203.6% | +25.5% | +178.1% | +181.0% |
| 5Y | +127.8% | +113.0% | +14.8% | +90.5% |
| 10Y | +1,257.2% | +136.3% | +1,120.9% | +958.9% |
| All | +1,336.4% | +46.8% | +1,289.6% | +1,109.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling