+127.8%
MRVL vs STLD
+288.2%
-160.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | +23.1% | +6.9% | +16.3% | +18.9% |
| 30D | -38.8% | -1.5% | -37.3% | -37.9% |
| 3M | -24.2% | -9.7% | -14.5% | -20.4% |
| 6M | 0.0% | +2.3% | -2.3% | -2.7% |
| YTD | +93.8% | +41.0% | +52.8% | +56.2% |
| 1Y | +84.4% | +51.8% | +32.6% | +42.7% |
| 3Y | +203.6% | +126.4% | +77.2% | +84.0% |
| 5Y | +127.8% | +285.7% | -157.9% | +7.4% |
| All | +127.8% | +288.2% | -160.4% | +7.4% |
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