+97.1%
MRVL vs SPG
+78.1%
+19.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.2% |
| 7D | -28.1% | +4.9% | -33.0% | -30.6% |
| 30D | -50.4% | +15.6% | -66.0% | -55.7% |
| 3M | -32.9% | +4.1% | -37.0% | -35.4% |
| 6M | -17.9% | +13.6% | -31.5% | -28.2% |
| YTD | +66.4% | +27.5% | +38.9% | +31.2% |
| 1Y | +51.5% | +32.2% | +19.3% | +15.6% |
| 3Y | +177.9% | +126.0% | +51.9% | +29.9% |
| All | +97.1% | +78.1% | +19.0% | -2.2% |
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