+277.2%
MRVL vs SM
+103.8%
+173.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.5% | +9.6% | +7.7% |
| 7D | +3.2% | +0.1% | +3.1% | +3.1% |
| 30D | +5.9% | +26.3% | -20.4% | -1.1% |
| 3M | -29.3% | +8.7% | -38.0% | -31.9% |
| 6M | +186.5% | +51.7% | +134.8% | +143.3% |
| YTD | +163.4% | +99.0% | +64.4% | +103.2% |
| 1Y | +249.5% | +34.6% | +214.9% | +204.7% |
| 3Y | +289.4% | -7.8% | +297.1% | +258.5% |
| All | +277.2% | +103.8% | +173.4% | +218.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling