+1,173.1%
MRVL vs SPG
+113.9%
+1,059.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.6% |
| 7D | +11.0% | +2.0% | +9.0% | +10.4% |
| 30D | -36.1% | +17.2% | -53.3% | -39.4% |
| 3M | -29.4% | +6.3% | -35.8% | -31.0% |
| 6M | -11.9% | +18.7% | -30.6% | -17.8% |
| YTD | +84.8% | +30.1% | +54.7% | +66.8% |
| 1Y | +79.4% | +32.8% | +46.7% | +60.9% |
| 3Y | +195.7% | +133.6% | +62.2% | +123.3% |
| 5Y | +117.2% | +84.4% | +32.8% | +72.3% |
| All | +1,173.1% | +113.9% | +1,059.2% | +865.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling