+249.5%
MRVL vs SITM
+174.8%
+74.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.5% | +0.5% | +4.6% |
| 7D | +3.2% | +9.7% | -6.5% | -0.3% |
| 30D | +5.9% | +12.7% | -6.8% | -0.9% |
| 3M | -29.3% | -13.4% | -15.9% | -26.1% |
| 6M | +186.5% | +59.6% | +126.9% | +148.3% |
| YTD | +163.4% | +73.3% | +90.1% | +121.0% |
| 1Y | +249.5% | +165.5% | +83.9% | +192.7% |
| All | +249.5% | +174.8% | +74.7% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling