+1,995.4%
MRVL vs SGI
+1,794.5%
+200.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -1.8% |
| 7D | +23.1% | -10.7% | +33.8% | +26.8% |
| 30D | -38.8% | -3.6% | -35.2% | -38.7% |
| 3M | -24.2% | -5.4% | -18.8% | -24.0% |
| 6M | 0.0% | -7.0% | +7.1% | +0.6% |
| YTD | +93.8% | -31.6% | +125.5% | +110.9% |
| 1Y | +84.4% | -33.5% | +117.9% | +102.3% |
| 3Y | +203.6% | +66.5% | +137.1% | +160.9% |
| 5Y | +127.8% | +42.2% | +85.7% | +101.8% |
| 10Y | +1,257.2% | +320.9% | +936.3% | +750.2% |
| All | +1,995.4% | +1,794.5% | +200.9% | +611.5% |
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