+1,225.6%
MRVL vs SPYG
+564.9%
+660.7%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.1% | +7.2% | +7.2% |
| 7D | +3.2% | +0.4% | +2.8% | +2.6% |
| 30D | +5.9% | -0.4% | +6.4% | +6.6% |
| 3M | -29.3% | +0.5% | -29.9% | -27.4% |
| 6M | +186.5% | +17.5% | +169.0% | +140.6% |
| YTD | +163.4% | +14.3% | +149.1% | +129.8% |
| 1Y | +249.5% | +21.7% | +227.8% | +183.0% |
| 3Y | +289.4% | +98.6% | +190.7% | +84.9% |
| 5Y | +270.2% | +85.1% | +185.1% | +110.1% |
| 10Y | +1,748.8% | +412.0% | +1,336.8% | +222.0% |
| All | +1,225.6% | +564.9% | +660.7% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling