+1,173.1%
MRVL vs STRL
+28,856.0%
-27,682.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -10.2% | -19.8% | +9.6% | -6.1% |
| 30D | -43.9% | -43.6% | -0.4% | -36.9% |
| 3M | -26.0% | -45.2% | +19.3% | -16.1% |
| 6M | -9.2% | -65.7% | +56.5% | +13.3% |
| YTD | +82.0% | -5.4% | +87.4% | +84.1% |
| 1Y | +65.9% | -24.7% | +90.6% | +74.3% |
| 3Y | +185.0% | +335.0% | -150.0% | +121.5% |
| 5Y | +121.5% | +915.3% | -793.8% | +50.1% |
| 10Y | +1,224.2% | +3,877.5% | -2,653.3% | +605.0% |
| All | +1,173.1% | +28,856.0% | -27,682.9% | +495.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling