+1,925.8%
MRVL vs SPYG
+424.6%
+1,501.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +2.7% |
| 7D | +5.6% | -0.9% | +6.5% | +7.2% |
| 30D | +8.8% | -1.5% | +10.3% | +11.5% |
| 3M | -15.9% | +3.7% | -19.6% | -18.6% |
| 6M | +161.3% | +16.4% | +144.8% | +115.1% |
| YTD | +178.2% | +13.3% | +164.9% | +138.5% |
| 1Y | +255.3% | +17.9% | +237.4% | +188.6% |
| 3Y | +323.1% | +98.3% | +224.8% | +73.4% |
| 5Y | +293.2% | +86.4% | +206.8% | +89.4% |
| All | +1,925.8% | +424.6% | +1,501.2% | +182.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling