+290.9%
MRVL vs SPYM
+81.6%
+209.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.7% | +5.4% |
| 7D | +13.8% | -0.4% | +14.2% | +14.6% |
| 30D | +12.7% | -1.4% | +14.1% | +16.2% |
| 3M | -11.9% | +3.7% | -15.7% | -17.4% |
| 6M | +153.8% | +13.0% | +140.8% | +100.0% |
| YTD | +177.0% | +12.5% | +164.5% | +120.3% |
| 1Y | +252.3% | +18.6% | +233.7% | +150.1% |
| 3Y | +325.5% | +78.0% | +247.5% | +35.8% |
| 5Y | +290.9% | +82.3% | +208.6% | +35.7% |
| All | +290.9% | +81.6% | +209.3% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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