+89.3%
MRVL vs SPG
+33.6%
+55.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.1% | +9.2% | +9.4% |
| 7D | +5.6% | +2.7% | +2.9% | +7.1% |
| 30D | -36.5% | +16.6% | -53.1% | -29.8% |
| 3M | -20.5% | +8.1% | -28.6% | -15.1% |
| 6M | -1.1% | +19.3% | -20.5% | +2.7% |
| YTD | +99.0% | +31.1% | +67.9% | +100.2% |
| 1Y | +89.3% | +32.8% | +56.5% | +90.0% |
| All | +89.3% | +33.6% | +55.7% | +90.0% |
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