+1,248.5%
MRVL vs SFM
+39.6%
+1,208.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -10.2% | -6.9% | -3.3% | -9.2% |
| 30D | -43.9% | -25.0% | -18.9% | -41.7% |
| 3M | -26.0% | -42.7% | +16.8% | -20.1% |
| 6M | -9.2% | -41.0% | +31.8% | -3.2% |
| YTD | +82.0% | -38.7% | +120.6% | +91.5% |
| 1Y | +65.9% | -38.1% | +104.0% | +74.1% |
| 3Y | +185.0% | +19.3% | +165.7% | +165.7% |
| 5Y | +121.5% | +103.1% | +18.3% | +86.5% |
| 10Y | +1,224.2% | +131.1% | +1,093.1% | +936.4% |
| All | +1,248.5% | +39.6% | +1,208.9% | +1,043.8% |
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