+157.6%
MRVL vs SMR
-52.0%
+209.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.8% | +5.3% | -1.0% |
| 7D | +23.1% | +10.3% | +12.8% | +20.6% |
| 30D | -38.8% | -25.7% | -13.1% | -35.0% |
| 3M | -24.2% | -49.7% | +25.5% | -14.0% |
| 6M | 0.0% | -59.8% | +59.8% | +18.9% |
| YTD | +93.8% | -66.0% | +159.8% | +131.3% |
| 1Y | +84.4% | -81.4% | +165.8% | +140.3% |
| 3Y | +203.6% | +130.6% | +73.0% | +166.1% |
| All | +157.6% | -52.0% | +209.6% | +182.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling