+1,192.7%
MRVL vs SMTC
+219.1%
+973.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | -2.3% |
| 7D | +11.0% | +11.0% | 0.0% | +4.5% |
| 30D | -36.1% | -28.5% | -7.6% | -22.5% |
| 3M | -29.4% | -14.2% | -15.2% | -25.0% |
| 6M | -11.9% | -18.0% | +6.1% | -2.2% |
| YTD | +84.8% | +55.5% | +29.3% | +35.5% |
| 1Y | +79.4% | +69.5% | +9.9% | +24.6% |
| 3Y | +195.7% | +699.7% | -503.9% | -35.7% |
| 5Y | +117.2% | +27.4% | +89.8% | +34.2% |
| 10Y | +1,193.7% | +335.7% | +858.0% | +230.6% |
| All | +1,192.7% | +219.1% | +973.6% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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