+298.8%
MRVL vs SPG
+111.2%
+187.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.0% | +8.0% | +7.6% |
| 7D | +3.2% | -2.4% | +5.6% | +4.5% |
| 30D | +5.9% | -6.8% | +12.8% | +9.9% |
| 3M | -29.3% | +2.7% | -32.0% | -32.5% |
| 6M | +186.5% | +5.5% | +181.0% | +167.8% |
| YTD | +163.4% | +15.7% | +147.7% | +129.8% |
| 1Y | +249.5% | +20.9% | +228.6% | +192.6% |
| All | +298.8% | +111.2% | +187.6% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling