+79.4%
MRVL vs SPG
+33.2%
+46.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.8% |
| 7D | +11.0% | +2.0% | +9.0% | +12.3% |
| 30D | -36.1% | +17.2% | -53.3% | -29.2% |
| 3M | -29.4% | +6.3% | -35.8% | -25.4% |
| 6M | -11.9% | +18.7% | -30.6% | -8.5% |
| YTD | +84.8% | +30.1% | +54.7% | +85.4% |
| 1Y | +79.4% | +32.8% | +46.7% | +78.9% |
| All | +79.4% | +33.2% | +46.2% | +78.9% |
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