+271.9%
MRVL vs STLD
+292.4%
-20.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.6% | +8.7% | +7.9% |
| 7D | +3.2% | +3.1% | +0.1% | +1.3% |
| 30D | +5.9% | -9.0% | +14.9% | +10.1% |
| 3M | -29.3% | -12.4% | -17.0% | -25.7% |
| 6M | +186.5% | +25.5% | +161.0% | +149.0% |
| YTD | +163.4% | +43.6% | +119.8% | +111.0% |
| 1Y | +249.5% | +87.2% | +162.3% | +141.6% |
| 3Y | +289.4% | +135.2% | +154.1% | +134.5% |
| All | +271.9% | +292.4% | -20.5% | +80.8% |
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