+5,826.9%
MRVL vs SNY
+241.9%
+5,585.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +5.6% | -3.3% | +8.9% | +7.1% |
| 30D | +8.8% | -2.2% | +10.9% | +9.7% |
| 3M | -15.9% | -3.0% | -12.8% | -15.7% |
| 6M | +161.3% | +2.7% | +158.5% | +154.6% |
| YTD | +178.2% | -6.8% | +185.1% | +182.1% |
| 1Y | +255.3% | -5.3% | +260.6% | +256.0% |
| 3Y | +323.1% | -9.8% | +332.9% | +311.9% |
| 5Y | +293.2% | +9.7% | +283.5% | +239.1% |
| 10Y | +1,963.7% | +64.5% | +1,899.2% | +1,310.5% |
| All | +5,826.9% | +241.9% | +5,585.0% | +2,215.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling