+1,804.5%
MRVL vs STLD
+1,087.1%
+717.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.6% | +8.7% | +7.7% |
| 7D | +3.2% | +3.1% | +0.1% | +1.6% |
| 30D | +5.9% | -9.0% | +14.9% | +9.3% |
| 3M | -29.3% | -12.4% | -17.0% | -26.4% |
| 6M | +186.5% | +25.5% | +161.0% | +156.3% |
| YTD | +163.4% | +43.6% | +119.8% | +120.9% |
| 1Y | +249.5% | +87.2% | +162.3% | +160.9% |
| 3Y | +289.4% | +135.2% | +154.1% | +162.6% |
| 5Y | +270.2% | +290.9% | -20.6% | +103.0% |
| All | +1,804.5% | +1,087.1% | +717.4% | +570.3% |
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