+118.8%
MRVL vs STLD
+274.1%
-155.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.2% | -1.4% | -2.9% |
| 7D | +11.0% | +2.9% | +8.1% | +9.4% |
| 30D | -36.1% | -5.6% | -30.5% | -33.6% |
| 3M | -29.4% | -11.7% | -17.7% | -24.9% |
| 6M | -11.9% | -2.8% | -9.1% | -11.9% |
| YTD | +84.8% | +36.4% | +48.3% | +51.7% |
| 1Y | +79.4% | +50.0% | +29.4% | +39.8% |
| 3Y | +195.7% | +122.3% | +73.4% | +81.1% |
| All | +118.8% | +274.1% | -155.2% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling