+645.3%
MRVL vs SPYM
+812.4%
-167.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.3% | -4.1% |
| 7D | +11.0% | +2.6% | +8.5% | +7.6% |
| 30D | -36.1% | -2.0% | -34.1% | -33.2% |
| 3M | -29.4% | -2.8% | -26.6% | -25.2% |
| 6M | -11.9% | +2.2% | -14.0% | -10.6% |
| YTD | +84.8% | +11.5% | +73.2% | +67.9% |
| 1Y | +79.4% | +13.5% | +65.9% | +60.0% |
| 3Y | +195.7% | +78.0% | +117.7% | +60.1% |
| 5Y | +117.2% | +73.1% | +44.0% | +32.5% |
| 10Y | +1,193.7% | +310.9% | +882.9% | +217.7% |
| All | +645.3% | +812.4% | -167.0% | -37.5% |
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