+1,256.1%
MRVL vs SPG
+3,258.8%
-2,002.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | +23.1% | +3.1% | +20.0% | +21.9% |
| 30D | -38.8% | +16.4% | -55.2% | -42.3% |
| 3M | -24.2% | +7.1% | -31.3% | -26.4% |
| 6M | 0.0% | +16.1% | -16.1% | -6.7% |
| YTD | +93.8% | +30.4% | +63.4% | +72.9% |
| 1Y | +84.4% | +33.0% | +51.4% | +63.3% |
| 3Y | +203.6% | +134.6% | +69.0% | +120.2% |
| 5Y | +127.8% | +84.9% | +42.9% | +80.4% |
| 10Y | +1,257.2% | +114.9% | +1,142.3% | +797.3% |
| All | +1,256.1% | +3,258.8% | -2,002.7% | +155.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling