+1,743.1%
MRVL vs SPY
+749.8%
+993.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.4% | +7.6% |
| 7D | +3.2% | +0.1% | +3.1% | +3.0% |
| 30D | +5.9% | +0.1% | +5.9% | +5.8% |
| 3M | -29.3% | +2.0% | -31.3% | -29.7% |
| 6M | +186.5% | +13.0% | +173.5% | +147.1% |
| YTD | +163.4% | +13.5% | +149.9% | +126.2% |
| 1Y | +249.5% | +20.0% | +229.5% | +179.2% |
| 3Y | +289.4% | +77.2% | +212.2% | +94.8% |
| 5Y | +270.2% | +81.9% | +188.4% | +96.7% |
| 10Y | +1,748.8% | +314.1% | +1,434.8% | +235.8% |
| All | +1,743.1% | +749.8% | +993.3% | +50.6% |
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