+145.5%
MRVL vs SMR
-53.6%
+199.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.3% | -1.4% | -4.0% |
| 7D | +11.0% | -8.3% | +19.3% | +13.0% |
| 30D | -36.1% | -20.1% | -16.0% | -33.0% |
| 3M | -29.4% | -52.7% | +23.3% | -18.9% |
| 6M | -11.9% | -61.0% | +49.2% | +5.5% |
| YTD | +84.8% | -67.1% | +151.9% | +122.0% |
| 1Y | +79.4% | -79.9% | +159.3% | +131.4% |
| 3Y | +195.7% | +101.7% | +94.0% | +164.7% |
| All | +145.5% | -53.6% | +199.2% | +171.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling