+1,174.9%
MRVL vs SO
+1,960.8%
-785.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.3% | +8.2% | +9.1% |
| 7D | -9.8% | -1.1% | -8.7% | -9.5% |
| 30D | -43.8% | +8.6% | -52.4% | -45.3% |
| 3M | -29.3% | +1.8% | -31.1% | -29.9% |
| 6M | -9.1% | +3.6% | -12.7% | -10.9% |
| YTD | +82.2% | +9.9% | +72.3% | +75.1% |
| 1Y | +70.3% | +5.7% | +64.6% | +65.4% |
| 3Y | +197.0% | +52.5% | +144.5% | +147.3% |
| 5Y | +115.8% | +77.3% | +38.5% | +68.6% |
| 10Y | +1,204.0% | +186.8% | +1,017.3% | +732.5% |
| All | +1,174.9% | +1,960.8% | -785.9% | +443.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling