+218.5%
MRVL vs STLD
+129.0%
+89.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.2% | +8.1% | +8.7% |
| 7D | +5.6% | -0.5% | +6.1% | +6.5% |
| 30D | -36.5% | -0.1% | -36.4% | -36.0% |
| 3M | -20.5% | -9.2% | -11.3% | -16.5% |
| 6M | -1.1% | +1.8% | -2.9% | -3.6% |
| YTD | +99.0% | +42.1% | +56.8% | +57.1% |
| 1Y | +89.3% | +58.5% | +30.8% | +39.8% |
| All | +218.5% | +129.0% | +89.5% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling