+1,235.6%
MRVL vs SM
+18.2%
+1,217.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.2% | -7.7% | -3.2% |
| 7D | +23.1% | +10.6% | +12.5% | +21.5% |
| 30D | -38.8% | -15.0% | -23.8% | -37.5% |
| 3M | -24.2% | +1.7% | -25.9% | -24.6% |
| 6M | 0.0% | +5.9% | -5.9% | -1.8% |
| YTD | +93.8% | +79.0% | +14.8% | +76.1% |
| 1Y | +84.4% | +84.7% | -0.3% | +66.8% |
| 3Y | +203.6% | -3.5% | +207.1% | +194.3% |
| 5Y | +127.8% | +4.9% | +122.9% | +116.2% |
| All | +1,235.6% | +18.2% | +1,217.4% | +933.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling