+1,064.4%
MRVL vs SO
+1,933.7%
-869.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.0% |
| 7D | -28.1% | -1.5% | -26.6% | -27.9% |
| 30D | -50.4% | +8.1% | -58.5% | -51.6% |
| 3M | -32.9% | +0.2% | -33.1% | -33.2% |
| 6M | -17.9% | +0.4% | -18.3% | -18.9% |
| YTD | +66.4% | +8.5% | +57.9% | +60.5% |
| 1Y | +51.5% | +4.9% | +46.6% | +47.4% |
| 3Y | +177.9% | +47.9% | +130.0% | +133.5% |
| 5Y | +100.0% | +75.7% | +24.3% | +56.6% |
| 10Y | +1,108.1% | +178.0% | +930.1% | +678.6% |
| All | +1,064.4% | +1,933.7% | -869.4% | +398.2% |
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