+177.9%
MRVL vs STLD
+105.6%
+72.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.3% | +5.5% |
| 7D | -28.1% | -11.1% | -17.0% | -23.0% |
| 30D | -50.4% | -4.8% | -45.6% | -48.7% |
| 3M | -32.9% | -14.6% | -18.4% | -27.3% |
| 6M | -17.9% | -7.4% | -10.5% | -15.6% |
| YTD | +66.4% | +32.6% | +33.9% | +36.5% |
| 1Y | +51.5% | +47.3% | +4.2% | +16.5% |
| 3Y | +177.9% | +107.5% | +70.3% | +68.6% |
| All | +177.9% | +105.6% | +72.2% | +68.6% |
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