+1,224.2%
MRVL vs STLA
+12.4%
+1,211.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +1.3% |
| 7D | -10.2% | -4.9% | -5.3% | -8.3% |
| 30D | -43.9% | -4.9% | -39.0% | -43.0% |
| 3M | -26.0% | -23.7% | -2.3% | -18.5% |
| 6M | -9.2% | -45.0% | +35.8% | +14.1% |
| YTD | +82.0% | -60.9% | +142.9% | +155.3% |
| 1Y | +65.9% | -58.9% | +124.8% | +127.2% |
| 3Y | +185.0% | -74.4% | +259.5% | +353.6% |
| 5Y | +121.5% | -71.5% | +193.0% | +228.3% |
| 10Y | +1,224.2% | +5.3% | +1,218.9% | +1,350.7% |
| All | +1,224.2% | +12.4% | +1,211.8% | +1,350.7% |
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