+873.7%
MRVL vs STLA
+189.9%
+683.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +6.0% | +5.8% |
| 7D | -28.1% | -4.5% | -23.6% | -27.2% |
| 30D | -50.4% | -3.9% | -46.5% | -50.0% |
| 3M | -32.9% | -20.2% | -12.7% | -29.3% |
| 6M | -17.9% | -42.2% | +24.2% | -5.6% |
| YTD | +66.4% | -59.3% | +125.8% | +106.3% |
| 1Y | +51.5% | -56.1% | +107.6% | +83.7% |
| 3Y | +177.9% | -73.7% | +251.5% | +275.0% |
| 5Y | +100.0% | -70.3% | +170.3% | +160.0% |
| 10Y | +1,108.1% | +23.1% | +1,085.1% | +1,143.1% |
| All | +873.7% | +189.9% | +683.9% | +918.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling