+195.7%
MRVL vs SITM
+318.4%
-122.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.5% | +0.9% | -2.2% |
| 7D | +11.0% | +6.6% | +4.4% | +8.2% |
| 30D | -36.1% | -15.3% | -20.8% | -30.9% |
| 3M | -29.4% | -35.4% | +6.0% | -15.5% |
| 6M | -11.9% | -46.8% | +34.9% | +13.4% |
| YTD | +84.8% | +25.9% | +58.9% | +60.5% |
| 1Y | +79.4% | +54.0% | +25.4% | +42.7% |
| 3Y | +195.7% | +315.6% | -119.8% | +43.0% |
| All | +195.7% | +318.4% | -122.6% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling