+1,204.0%
MRVL vs SPGI
+335.6%
+868.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.7% | +8.8% | +9.1% |
| 7D | -9.8% | -0.9% | -8.9% | -9.4% |
| 30D | -43.8% | +15.5% | -59.4% | -49.0% |
| 3M | -29.3% | +15.7% | -45.0% | -36.5% |
| 6M | -9.1% | +19.1% | -28.2% | -23.6% |
| YTD | +82.2% | -4.1% | +86.3% | +75.3% |
| 1Y | +70.3% | +1.2% | +69.1% | +56.8% |
| 3Y | +197.0% | +31.6% | +165.4% | +119.3% |
| 5Y | +115.8% | +12.4% | +103.3% | +78.7% |
| 10Y | +1,204.0% | +334.3% | +869.8% | +332.7% |
| All | +1,204.0% | +335.6% | +868.4% | +332.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 10y: compounded portfolio wealth divided by compounded SPGI 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…
10y analysis · Full analysis span regression · 6 months rolling