+1,236.6%
MRVL vs SPYG
+561.6%
+675.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.5% |
| 7D | +7.1% | +1.2% | +5.9% | +5.4% |
| 30D | +3.1% | -1.6% | +4.6% | +5.3% |
| 3M | -21.9% | +3.4% | -25.3% | -23.3% |
| 6M | +151.8% | +18.9% | +132.9% | +108.9% |
| YTD | +165.6% | +13.8% | +151.8% | +133.2% |
| 1Y | +242.3% | +20.6% | +221.7% | +180.5% |
| 3Y | +308.2% | +100.5% | +207.7% | +91.6% |
| 5Y | +280.4% | +84.6% | +195.8% | +116.6% |
| 10Y | +1,832.5% | +410.8% | +1,421.7% | +237.8% |
| All | +1,236.6% | +561.6% | +675.0% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPYG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling