+66.1%
MRVL vs STRL
-26.3%
+92.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +15.0% | -5.5% | +2.8% |
| 7D | -9.8% | -13.3% | +3.5% | -4.9% |
| 30D | -43.8% | -43.3% | -0.5% | -28.8% |
| 3M | -29.3% | -46.9% | +17.6% | -8.2% |
| 6M | -9.1% | -65.6% | +56.5% | +39.1% |
| YTD | +82.2% | -5.1% | +87.3% | +95.7% |
| All | +66.1% | -26.3% | +92.4% | +90.5% |
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