+1,064.4%
MRVL vs STM
+11.7%
+1,052.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.4% | +1.3% | +2.9% |
| 7D | -28.1% | -10.7% | -17.4% | -22.3% |
| 30D | -50.4% | -25.7% | -24.7% | -39.8% |
| 3M | -32.9% | -21.6% | -11.4% | -21.5% |
| 6M | -17.9% | -27.8% | +9.9% | +4.3% |
| YTD | +66.4% | +61.8% | +4.7% | +26.9% |
| 1Y | +51.5% | +78.1% | -26.6% | +9.2% |
| 3Y | +177.9% | +4.9% | +173.0% | +159.4% |
| 5Y | +100.0% | -14.3% | +114.3% | +119.2% |
| 10Y | +1,108.1% | +414.1% | +694.1% | +317.2% |
| All | +1,064.4% | +11.7% | +1,052.7% | +493.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling