+177.9%
MRVL vs STRL
+233.5%
-55.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.3% | +4.1% |
| 7D | -28.1% | -26.9% | -1.2% | -17.3% |
| 30D | -50.4% | -52.7% | +2.3% | -30.1% |
| 3M | -32.9% | -52.8% | +19.9% | -5.4% |
| 6M | -17.9% | -71.5% | +53.5% | +44.3% |
| YTD | +66.4% | -17.4% | +83.9% | +70.1% |
| 1Y | +51.5% | -35.0% | +86.5% | +71.9% |
| 3Y | +177.9% | +239.2% | -61.3% | +55.0% |
| All | +177.9% | +233.5% | -55.7% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling