+2,747.8%
MRVL vs SGI
+2,083.6%
+664.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.5% | +6.5% | +6.9% |
| 7D | +3.2% | +8.5% | -5.3% | +0.8% |
| 30D | +5.9% | +0.7% | +5.3% | +5.4% |
| 3M | -29.3% | +0.6% | -29.9% | -29.7% |
| 6M | +186.5% | -17.9% | +204.4% | +200.5% |
| YTD | +163.4% | -21.2% | +184.6% | +178.3% |
| 1Y | +249.5% | -18.9% | +268.4% | +265.0% |
| 3Y | +289.4% | +52.6% | +236.7% | +243.9% |
| 5Y | +270.2% | +60.7% | +209.5% | +219.6% |
| 10Y | +1,748.8% | +278.1% | +1,470.7% | +1,074.3% |
| All | +2,747.8% | +2,083.6% | +664.2% | +838.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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