+280.4%
MRVL vs SO
+61.3%
+219.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +1.0% |
| 7D | +7.1% | +1.0% | +6.1% | +7.3% |
| 30D | +3.1% | -3.2% | +6.3% | +2.5% |
| 3M | -21.9% | -1.7% | -20.2% | -22.2% |
| 6M | +151.8% | -7.2% | +159.0% | +149.6% |
| YTD | +165.6% | +4.6% | +161.1% | +166.0% |
| 1Y | +242.3% | +1.2% | +241.0% | +241.7% |
| 3Y | +308.2% | +45.3% | +262.9% | +268.4% |
| 5Y | +280.4% | +58.7% | +221.7% | +236.3% |
| All | +280.4% | +61.3% | +219.0% | +236.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling