+278.0%
MRVL vs SPYG
+82.6%
+195.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -1.8% |
| 7D | +8.7% | -1.8% | +10.5% | +12.7% |
| 30D | +6.9% | -1.9% | +8.8% | +11.1% |
| 3M | -10.1% | +5.2% | -15.3% | -15.9% |
| 6M | +143.4% | +15.6% | +127.9% | +94.4% |
| YTD | +167.5% | +12.4% | +155.1% | +124.1% |
| 1Y | +239.0% | +17.5% | +221.5% | +163.0% |
| 3Y | +311.0% | +98.1% | +212.9% | +34.3% |
| 5Y | +278.0% | +84.9% | +193.1% | +52.6% |
| All | +278.0% | +82.6% | +195.4% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling