+1,173.1%
MRVL vs STLA
-4.1%
+1,177.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.6% | -4.3% |
| 7D | +11.0% | -13.8% | +24.8% | +17.6% |
| 30D | -36.1% | -10.5% | -25.6% | -33.7% |
| 3M | -29.4% | -28.9% | -0.6% | -20.2% |
| 6M | -11.9% | -49.7% | +37.9% | +14.7% |
| YTD | +84.8% | -64.9% | +149.7% | +170.9% |
| 1Y | +79.4% | -64.0% | +143.4% | +160.0% |
| 3Y | +195.7% | -77.4% | +273.2% | +395.8% |
| 5Y | +117.2% | -74.4% | +191.6% | +236.3% |
| All | +1,173.1% | -4.1% | +1,177.2% | +1,294.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling