+306.7%
MRVL vs SHAK
-5.6%
+312.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.9% |
| 7D | +8.7% | -11.0% | +19.6% | +11.8% |
| 30D | +6.9% | -14.0% | +20.9% | +11.1% |
| 3M | -10.1% | +13.3% | -23.4% | -14.2% |
| 6M | +143.4% | -35.3% | +178.8% | +170.6% |
| YTD | +167.5% | -24.0% | +191.5% | +177.5% |
| 1Y | +239.0% | -36.7% | +275.7% | +273.5% |
| All | +306.7% | -5.6% | +312.4% | +284.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 3y: compounded portfolio wealth divided by compounded SHAK 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…
3y analysis · Full analysis span regression · 6 months rolling