+321.2%
MRVL vs SMR
+81.4%
+239.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.3% | +7.6% | +4.9% |
| 7D | +13.8% | +13.1% | +0.7% | +10.9% |
| 30D | +12.7% | +17.8% | -5.1% | +8.8% |
| 3M | -11.9% | +8.1% | -20.0% | -13.2% |
| 6M | +153.8% | -11.1% | +164.9% | +156.6% |
| YTD | +177.0% | -23.7% | +200.7% | +183.2% |
| 1Y | +252.3% | -69.4% | +321.8% | +303.4% |
| All | +321.2% | +81.4% | +239.8% | +288.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling