+1,852.2%
MRVL vs SFM
+132.6%
+1,719.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.9% | +4.2% | +6.6% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | +5.9% | -4.4% | +10.3% | +6.5% |
| 3M | -29.3% | +1.5% | -30.9% | -29.9% |
| 6M | +186.5% | +6.5% | +180.0% | +179.7% |
| YTD | +163.4% | +2.2% | +161.3% | +158.2% |
| 1Y | +249.5% | -41.9% | +291.4% | +275.7% |
| 3Y | +289.4% | +106.8% | +182.6% | +235.8% |
| 5Y | +270.2% | +231.6% | +38.7% | +191.0% |
| 10Y | +1,748.8% | +258.4% | +1,490.4% | +1,259.4% |
| All | +1,852.2% | +132.6% | +1,719.6% | +1,442.8% |
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