+139.3%
MRVL vs SN
+671.7%
-532.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | -10.2% | +7.6% | -17.8% | -12.4% |
| 30D | -43.9% | +22.4% | -66.4% | -48.0% |
| 3M | -26.0% | +21.7% | -47.6% | -31.7% |
| 6M | -9.2% | +102.8% | -112.0% | -31.9% |
| YTD | +82.0% | +102.4% | -20.4% | +35.3% |
| 1Y | +65.9% | +139.0% | -73.1% | +15.5% |
| 3Y | +185.0% | +440.4% | -255.4% | +78.7% |
| All | +139.3% | +671.7% | -532.3% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling