-17.9%
MRVL vs STM
-26.6%
+8.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.4% | +1.3% | +1.1% |
| 7D | -28.1% | -10.7% | -17.4% | -18.8% |
| 30D | -50.4% | -25.7% | -24.7% | -32.5% |
| 3M | -32.9% | -21.6% | -11.4% | -14.6% |
| 6M | -17.9% | -27.8% | +9.9% | +8.3% |
| All | -17.9% | -26.6% | +8.6% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling