+774.0%
MRVL vs SIMO
+2,080.4%
-1,306.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.6% | +4.4% |
| 7D | -28.1% | -22.0% | -6.1% | -21.6% |
| 30D | -50.4% | -43.0% | -7.3% | -40.2% |
| 3M | -32.9% | -39.1% | +6.2% | -21.7% |
| 6M | -17.9% | -33.3% | +15.3% | -5.4% |
| YTD | +66.4% | +77.0% | -10.5% | +35.3% |
| 1Y | +51.5% | +73.0% | -21.5% | +24.2% |
| 3Y | +177.9% | +215.7% | -37.8% | +91.8% |
| 5Y | +100.0% | +155.6% | -55.6% | +43.9% |
| 10Y | +1,108.1% | +388.4% | +719.8% | +611.6% |
| All | +774.0% | +2,080.4% | -1,306.5% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling