+1,270.9%
MRVL vs STM
+464.9%
+806.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.5% | +5.8% | +6.9% |
| 7D | +5.6% | +1.4% | +4.2% | +5.6% |
| 30D | -36.5% | -8.4% | -28.1% | -31.9% |
| 3M | -20.5% | -15.8% | -4.7% | -9.9% |
| 6M | -1.1% | -22.8% | +21.7% | +22.8% |
| YTD | +99.0% | +79.4% | +19.6% | +39.0% |
| 1Y | +89.3% | +97.0% | -7.7% | +24.6% |
| 3Y | +211.6% | +14.2% | +197.4% | +172.7% |
| 5Y | +134.0% | -4.5% | +138.5% | +134.7% |
| All | +1,270.9% | +464.9% | +806.0% | +495.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling