+277.2%
MRVL vs SPG
+104.0%
+173.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.0% | +8.0% | +7.7% |
| 7D | +3.2% | -2.4% | +5.6% | +5.0% |
| 30D | +5.9% | -6.8% | +12.8% | +11.4% |
| 3M | -29.3% | +2.7% | -32.0% | -32.7% |
| 6M | +186.5% | +5.5% | +181.0% | +166.2% |
| YTD | +163.4% | +15.7% | +147.7% | +126.2% |
| 1Y | +249.5% | +20.9% | +228.6% | +187.0% |
| 3Y | +289.4% | +112.4% | +177.0% | +97.0% |
| All | +277.2% | +104.0% | +173.2% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling