+306.7%
MRVL vs SITM
+423.6%
-116.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -4.3% |
| 7D | +8.7% | +4.8% | +3.8% | +6.5% |
| 30D | +6.9% | -9.7% | +16.6% | +10.8% |
| 3M | -10.1% | -9.3% | -0.8% | -7.4% |
| 6M | +143.4% | +69.5% | +73.9% | +91.2% |
| YTD | +167.5% | +70.5% | +96.9% | +103.6% |
| 1Y | +239.0% | +145.3% | +93.7% | +114.5% |
| All | +306.7% | +423.6% | -116.9% | +75.6% |
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