+1,270.9%
MRVL vs SIMO
+435.8%
+835.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.7% | +0.7% | +5.0% |
| 7D | +5.6% | +0.9% | +4.7% | +5.9% |
| 30D | -36.5% | -25.4% | -11.1% | -26.3% |
| 3M | -20.5% | -17.8% | -2.7% | -13.6% |
| 6M | -1.1% | -29.6% | +28.4% | +17.2% |
| YTD | +99.0% | +100.3% | -1.3% | +29.3% |
| 1Y | +89.3% | +100.4% | -11.1% | +23.1% |
| 3Y | +211.6% | +246.1% | -34.4% | +52.3% |
| 5Y | +134.0% | +189.8% | -55.8% | +18.8% |
| All | +1,270.9% | +435.8% | +835.1% | +387.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling