+1,292.0%
MRVL vs SPY
+740.4%
+551.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.3% | +8.0% | +7.4% |
| 7D | +5.6% | -0.9% | +6.5% | +8.4% |
| 30D | -36.5% | -2.4% | -34.2% | -33.0% |
| 3M | -20.5% | -1.2% | -19.3% | -17.5% |
| 6M | -1.1% | +3.3% | -4.4% | -1.2% |
| YTD | +99.0% | +12.3% | +86.7% | +77.3% |
| 1Y | +89.3% | +12.4% | +76.8% | +69.2% |
| 3Y | +211.6% | +78.8% | +132.8% | +56.8% |
| 5Y | +134.1% | +75.2% | +58.9% | +33.5% |
| 10Y | +1,293.1% | +311.1% | +982.0% | +161.4% |
| All | +1,292.0% | +740.4% | +551.6% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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