+82.7%
MRVL vs SMR
-87.0%
+169.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.5% | -2.6% | -5.4% |
| 7D | -36.5% | -9.5% | -27.0% | -34.0% |
| 30D | -41.1% | -33.2% | -7.9% | -31.8% |
| 3M | -26.9% | -45.9% | +19.1% | -10.9% |
| 6M | -2.3% | -57.9% | +55.6% | +28.7% |
| YTD | +88.4% | -63.8% | +152.2% | +145.8% |
| 1Y | +82.7% | -85.6% | +168.4% | +212.0% |
| All | +82.7% | -87.0% | +169.8% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling