+177.9%
MRVL vs SLV
+120.9%
+57.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.9% | +5.8% |
| 7D | -28.1% | +5.1% | -33.2% | -29.7% |
| 30D | -50.4% | -12.9% | -37.5% | -47.6% |
| 3M | -32.9% | -16.1% | -16.8% | -27.9% |
| 6M | -17.9% | -33.2% | +15.2% | -5.5% |
| YTD | +66.4% | -27.2% | +93.7% | +73.2% |
| 1Y | +51.5% | +7.6% | +43.9% | +32.1% |
| 3Y | +177.9% | +122.3% | +55.5% | +75.4% |
| All | +177.9% | +120.9% | +57.0% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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