+285.6%
MRVL vs SHAK
-22.8%
+308.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.2% | +0.9% | +2.9% |
| 7D | +5.6% | -8.3% | +13.9% | +8.8% |
| 30D | +8.8% | -12.6% | +21.4% | +14.1% |
| 3M | -15.9% | +9.1% | -25.0% | -20.2% |
| 6M | +161.3% | -31.2% | +192.5% | +188.9% |
| YTD | +178.2% | -21.6% | +199.8% | +186.3% |
| 1Y | +255.3% | -38.8% | +294.1% | +304.8% |
| 3Y | +323.1% | +0.6% | +322.5% | +250.0% |
| All | +285.6% | -22.8% | +308.4% | +227.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling