+82.7%
MRVL vs SM
+70.4%
+12.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -15.3% | +8.2% | -7.5% |
| 7D | -36.5% | -21.5% | -15.0% | -37.1% |
| 30D | -41.1% | -11.4% | -29.7% | -40.8% |
| 3M | -26.9% | +0.6% | -27.5% | -25.7% |
| 6M | -2.3% | +0.2% | -2.6% | +1.2% |
| YTD | +88.4% | +69.7% | +18.7% | +76.0% |
| 1Y | +82.7% | +71.6% | +11.2% | +74.4% |
| All | +82.7% | +70.4% | +12.4% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling