+96.9%
MRVL vs STRL
+779.4%
-682.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.3% | +4.1% |
| 7D | -28.1% | -26.9% | -1.2% | -17.0% |
| 30D | -50.4% | -52.7% | +2.3% | -29.3% |
| 3M | -32.9% | -52.8% | +19.9% | -4.4% |
| 6M | -17.9% | -71.5% | +53.5% | +47.2% |
| YTD | +66.4% | -17.4% | +83.9% | +67.7% |
| 1Y | +51.5% | -35.0% | +86.5% | +70.0% |
| 3Y | +177.9% | +239.2% | -61.3% | +24.9% |
| All | +96.9% | +779.4% | -682.5% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling