+246.4%
MRVL vs SN
+490.7%
-244.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.0% | +8.1% | +7.4% |
| 7D | +3.2% | -9.3% | +12.5% | +6.8% |
| 30D | +5.9% | -4.8% | +10.7% | +7.6% |
| 3M | -29.3% | +40.4% | -69.8% | -38.7% |
| 6M | +186.5% | +50.9% | +135.5% | +140.1% |
| YTD | +163.4% | +54.9% | +108.5% | +117.2% |
| 1Y | +249.5% | +43.0% | +206.5% | +195.2% |
| 3Y | +289.4% | +391.8% | -102.5% | +172.7% |
| All | +246.4% | +490.7% | -244.3% | +140.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling