+197.0%
MRVL vs SM
-14.2%
+211.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.7% | +12.2% | +10.2% |
| 7D | -9.8% | -22.3% | +12.5% | -4.0% |
| 30D | -43.8% | -21.4% | -22.5% | -40.4% |
| 3M | -29.3% | +1.4% | -30.7% | -30.4% |
| 6M | -9.1% | +0.1% | -9.2% | -11.7% |
| YTD | +82.2% | +59.0% | +23.3% | +44.1% |
| 1Y | +70.3% | +64.3% | +6.0% | +32.4% |
| 3Y | +197.0% | -13.1% | +210.1% | +143.1% |
| All | +197.0% | -14.2% | +211.2% | +143.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling