+82.7%
MRVL vs SPG
+34.3%
+48.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.9% | -10.0% | -4.9% |
| 7D | -36.5% | +8.2% | -44.7% | -32.4% |
| 30D | -41.1% | +13.5% | -54.5% | -35.5% |
| 3M | -26.9% | +2.2% | -29.1% | -24.2% |
| 6M | -2.3% | +15.9% | -18.2% | +1.5% |
| YTD | +88.4% | +27.6% | +60.8% | +92.4% |
| 1Y | +82.7% | +30.9% | +51.8% | +88.5% |
| All | +82.7% | +34.3% | +48.5% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling