+271.9%
MRVL vs STLA
-62.4%
+334.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.3% | +5.8% | +6.5% |
| 7D | +3.2% | +2.6% | +0.6% | +1.9% |
| 30D | +5.9% | -1.2% | +7.2% | +6.0% |
| 3M | -29.3% | -24.8% | -4.6% | -19.4% |
| 6M | +186.5% | -25.6% | +212.1% | +225.5% |
| YTD | +163.4% | -48.9% | +212.4% | +247.3% |
| 1Y | +249.5% | -38.8% | +288.3% | +308.8% |
| 3Y | +289.4% | -64.5% | +353.9% | +466.1% |
| All | +271.9% | -62.4% | +334.2% | +374.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling