+1,174.9%
MRVL vs SM
+235.7%
+939.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.7% | +12.2% | +10.0% |
| 7D | -9.8% | -22.3% | +12.5% | -5.6% |
| 30D | -43.8% | -21.4% | -22.5% | -41.3% |
| 3M | -29.3% | +1.4% | -30.7% | -29.9% |
| 6M | -9.1% | +0.1% | -9.2% | -10.6% |
| YTD | +82.2% | +59.0% | +23.3% | +62.5% |
| 1Y | +70.3% | +64.3% | +6.0% | +50.7% |
| 3Y | +197.0% | -13.1% | +210.1% | +190.3% |
| 5Y | +115.8% | -13.9% | +129.6% | +105.0% |
| 10Y | +1,204.0% | +1.7% | +1,202.4% | +717.1% |
| All | +1,174.9% | +235.7% | +939.2% | +225.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling