+82.7%
MRVL vs STRL
-30.1%
+112.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -21.5% | +14.4% | +2.1% |
| 7D | -36.5% | -27.1% | -9.4% | -27.7% |
| 30D | -41.1% | -45.8% | +4.7% | -24.1% |
| 3M | -26.9% | -47.6% | +20.7% | -4.6% |
| 6M | -2.3% | -46.4% | +44.1% | +32.4% |
| YTD | +88.4% | -7.4% | +95.7% | +101.7% |
| 1Y | +82.7% | -25.9% | +108.6% | +111.9% |
| All | +82.7% | -30.1% | +112.9% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling