+962.7%
MRVL vs SPYM
+829.4%
+133.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.4% | +7.4% | +7.6% |
| 7D | +3.2% | +0.1% | +3.1% | +3.0% |
| 30D | +5.9% | +0.1% | +5.9% | +5.8% |
| 3M | -29.3% | +2.0% | -31.4% | -29.7% |
| 6M | +186.5% | +13.1% | +173.4% | +149.7% |
| YTD | +163.4% | +13.6% | +149.8% | +128.7% |
| 1Y | +249.5% | +20.1% | +229.4% | +183.9% |
| 3Y | +289.4% | +77.6% | +211.8% | +107.4% |
| 5Y | +270.2% | +82.5% | +187.7% | +107.9% |
| 10Y | +1,748.8% | +317.6% | +1,431.2% | +334.6% |
| All | +962.7% | +829.4% | +133.3% | -14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling