-23.9%
MRVL vs SPCH
-46.3%
+22.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -7.6% | +11.9% | +5.1% |
| 7D | +13.8% | +8.8% | +5.0% | +12.4% |
| 30D | +12.7% | +9.1% | +3.5% | +10.6% |
| All | -23.9% | -46.3% | +22.4% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 SPCH 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 · Available span rolling