+1,064.4%
MRVL vs SPGI
+2,609.1%
-1,544.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.3% |
| 7D | -28.1% | +0.3% | -28.4% | -28.4% |
| 30D | -50.4% | +18.4% | -68.8% | -55.4% |
| 3M | -32.9% | +15.7% | -48.6% | -39.3% |
| 6M | -17.9% | +17.3% | -35.2% | -29.3% |
| YTD | +66.4% | -4.7% | +71.2% | +59.5% |
| 1Y | +51.5% | +1.8% | +49.7% | +39.2% |
| 3Y | +177.9% | +31.7% | +146.2% | +117.3% |
| 5Y | +100.0% | +12.1% | +88.0% | +75.6% |
| 10Y | +1,108.1% | +341.9% | +766.2% | +378.4% |
| All | +1,064.4% | +2,609.1% | -1,544.7% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling