+822.0%
MRVL vs SITM
+4,789.7%
-3,967.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.5% | -1.5% | +2.0% |
| 7D | +5.6% | +3.9% | +1.8% | +4.1% |
| 30D | +8.8% | -6.6% | +15.4% | +11.0% |
| 3M | -15.9% | -11.9% | -4.0% | -12.7% |
| 6M | +161.3% | +81.1% | +80.1% | +104.9% |
| YTD | +178.2% | +80.0% | +98.3% | +113.3% |
| 1Y | +255.3% | +145.8% | +109.5% | +137.3% |
| 3Y | +323.1% | +475.9% | -152.8% | +91.1% |
| 5Y | +293.2% | +189.2% | +104.0% | +103.5% |
| All | +822.0% | +4,789.7% | -3,967.7% | +195.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling