+1,204.0%
MRVL vs STLD
+779.4%
+424.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.1% | +7.4% | +8.6% |
| 7D | -9.8% | -9.7% | -0.1% | -5.2% |
| 30D | -43.8% | -4.5% | -39.3% | -42.3% |
| 3M | -29.3% | -13.1% | -16.2% | -25.3% |
| 6M | -9.1% | -2.8% | -6.3% | -8.9% |
| YTD | +82.2% | +35.3% | +46.9% | +57.1% |
| 1Y | +70.3% | +51.4% | +18.9% | +39.9% |
| 3Y | +197.0% | +117.9% | +79.1% | +107.2% |
| 5Y | +115.8% | +272.6% | -156.8% | +20.9% |
| 10Y | +1,204.0% | +782.2% | +421.9% | +434.0% |
| All | +1,204.0% | +779.4% | +424.7% | +434.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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