+634.1%
MRVL vs SGOV
+20.3%
+613.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.1% |
| 7D | +5.6% | 0.0% | +5.6% | +5.8% |
| 30D | +8.8% | +0.3% | +8.5% | +9.8% |
| 3M | -15.9% | +0.9% | -16.8% | -14.5% |
| 6M | +161.3% | +1.8% | +159.4% | +162.5% |
| YTD | +178.2% | +2.5% | +175.7% | +178.7% |
| 1Y | +255.3% | +3.8% | +251.5% | +252.2% |
| 3Y | +323.1% | +14.4% | +308.7% | +206.9% |
| 5Y | +293.2% | +20.2% | +273.0% | +450.1% |
| All | +634.1% | +20.3% | +613.8% | +887.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 SGOV 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