+323.1%
MRVL vs SNY
-9.6%
+332.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +5.6% | -3.3% | +8.9% | +5.4% |
| 30D | +8.8% | -2.2% | +10.9% | +8.7% |
| 3M | -15.9% | -3.0% | -12.8% | -15.9% |
| 6M | +161.3% | +2.7% | +158.5% | +160.7% |
| YTD | +178.2% | -6.8% | +185.1% | +178.2% |
| 1Y | +255.3% | -5.3% | +260.6% | +255.5% |
| 3Y | +323.1% | -9.8% | +332.9% | +331.9% |
| All | +323.1% | -9.6% | +332.7% | +331.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling