+250.1%
MRVL vs SMR
-3.5%
+253.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.5% | +7.6% | +7.1% |
| 7D | +3.2% | +4.4% | -1.2% | +2.3% |
| 30D | +5.9% | +3.4% | +2.5% | +5.1% |
| 3M | -29.3% | -19.2% | -10.2% | -26.2% |
| 6M | +186.5% | -22.6% | +209.1% | +197.8% |
| YTD | +163.4% | -31.5% | +195.0% | +176.1% |
| 1Y | +249.5% | -73.1% | +322.6% | +313.2% |
| 3Y | +289.4% | +55.0% | +234.4% | +250.3% |
| All | +250.1% | -3.5% | +253.5% | +237.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling