+239.0%
MRVL vs SMR
-72.0%
+311.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.6% | +2.1% | -1.7% |
| 7D | +8.7% | +4.7% | +4.0% | +6.6% |
| 30D | +6.9% | +3.2% | +3.7% | +5.1% |
| 3M | -10.1% | +9.9% | -20.0% | -12.9% |
| 6M | +143.4% | -15.1% | +158.6% | +148.9% |
| YTD | +167.5% | -27.9% | +195.4% | +177.1% |
| 1Y | +239.0% | -70.2% | +309.2% | +311.5% |
| All | +239.0% | -72.0% | +311.0% | +311.5% |
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