+780.3%
MRVL vs SITM
+4,507.3%
-3,727.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.6% |
| 7D | +7.1% | +8.4% | -1.2% | +4.0% |
| 30D | +3.1% | -17.4% | +20.5% | +10.1% |
| 3M | -21.9% | -9.8% | -12.1% | -19.5% |
| 6M | +151.8% | +83.0% | +68.9% | +96.9% |
| YTD | +165.6% | +69.6% | +96.1% | +108.3% |
| 1Y | +242.3% | +144.9% | +97.4% | +128.9% |
| 3Y | +308.2% | +429.9% | -121.7% | +90.1% |
| 5Y | +280.4% | +169.2% | +111.2% | +101.9% |
| All | +780.3% | +4,507.3% | -3,727.0% | +189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling