+242.3%
MRVL vs SN
+48.4%
+193.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | +7.1% | +0.1% | +7.0% | +7.1% |
| 30D | +3.1% | -5.6% | +8.7% | +4.6% |
| 3M | -21.9% | +48.1% | -70.0% | -32.4% |
| 6M | +151.8% | +57.6% | +94.2% | +109.9% |
| YTD | +165.6% | +56.5% | +109.1% | +119.5% |
| 1Y | +242.3% | +52.6% | +189.7% | +163.8% |
| All | +242.3% | +48.4% | +193.8% | +163.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling