+118.8%
MRVL vs SIMO
+170.3%
-51.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.6% | +0.9% | -1.7% |
| 7D | +11.0% | +4.1% | +6.9% | +9.0% |
| 30D | -36.1% | -24.0% | -12.1% | -26.1% |
| 3M | -29.4% | -31.8% | +2.3% | -15.2% |
| 6M | -11.9% | -36.9% | +25.0% | +11.1% |
| YTD | +84.8% | +84.8% | 0.0% | +21.9% |
| 1Y | +79.4% | +99.0% | -19.6% | +13.3% |
| 3Y | +195.7% | +217.9% | -22.2% | +39.7% |
| All | +118.8% | +170.3% | -51.5% | +8.0% |
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