+1,224.2%
MRVL vs SM
+4.2%
+1,220.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.3% |
| 7D | -10.2% | -19.5% | +9.3% | -7.7% |
| 30D | -43.9% | -20.2% | -23.7% | -42.3% |
| 3M | -26.0% | -6.5% | -19.5% | -25.6% |
| 6M | -9.2% | +1.6% | -10.8% | -10.4% |
| YTD | +82.0% | +61.2% | +20.7% | +67.6% |
| 1Y | +65.9% | +65.4% | +0.5% | +52.1% |
| 3Y | +185.0% | -13.0% | +198.1% | +180.0% |
| 5Y | +121.5% | -4.3% | +125.7% | +112.8% |
| 10Y | +1,224.2% | +3.0% | +1,221.1% | +937.6% |
| All | +1,224.2% | +4.2% | +1,220.0% | +937.6% |
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