+96.9%
MRVL vs SIMO
+154.7%
-57.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.6% | +3.5% |
| 7D | -28.1% | -22.0% | -6.1% | -17.6% |
| 30D | -50.4% | -43.0% | -7.3% | -33.7% |
| 3M | -32.9% | -39.1% | +6.2% | -15.0% |
| 6M | -17.9% | -33.3% | +15.3% | +1.1% |
| YTD | +66.4% | +77.0% | -10.5% | +11.9% |
| 1Y | +51.5% | +73.0% | -21.5% | +3.4% |
| 3Y | +177.9% | +215.7% | -37.8% | +31.4% |
| All | +96.9% | +154.7% | -57.8% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling