+1,224.2%
MRVL vs SO
+188.2%
+1,036.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -10.2% | -0.1% | -10.1% | -10.2% |
| 30D | -43.9% | +8.7% | -52.6% | -44.7% |
| 3M | -26.0% | +3.4% | -29.3% | -26.5% |
| 6M | -9.2% | +3.7% | -12.9% | -10.4% |
| YTD | +82.0% | +10.0% | +71.9% | +77.3% |
| 1Y | +65.9% | +6.6% | +59.3% | +62.5% |
| 3Y | +185.0% | +52.5% | +132.5% | +143.7% |
| 5Y | +121.5% | +76.1% | +45.4% | +78.5% |
| 10Y | +1,224.2% | +194.9% | +1,029.3% | +918.7% |
| All | +1,224.2% | +188.2% | +1,036.0% | +918.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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