+1,112.4%
MRVL vs SHOP
+8,844.7%
-7,732.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.1% | +7.4% | +8.8% |
| 7D | -9.8% | -2.7% | -7.1% | -9.1% |
| 30D | -43.8% | -11.0% | -32.8% | -41.7% |
| 3M | -29.3% | +0.3% | -29.6% | -29.8% |
| 6M | -9.1% | +37.7% | -46.8% | -20.5% |
| YTD | +82.2% | -5.5% | +87.8% | +75.2% |
| 1Y | +70.3% | -0.2% | +70.6% | +60.7% |
| 3Y | +197.0% | +151.9% | +45.1% | +97.7% |
| 5Y | +115.8% | -2.2% | +118.0% | +64.8% |
| 10Y | +1,204.0% | +3,647.2% | -2,443.1% | +408.8% |
| All | +1,112.4% | +8,844.7% | -7,732.3% | +358.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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