+1,064.4%
MRVL vs STT
+409.2%
+655.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.2% | +5.5% | +5.6% |
| 7D | -28.1% | -2.5% | -25.6% | -27.1% |
| 30D | -50.4% | -5.0% | -45.4% | -49.0% |
| 3M | -32.9% | -10.5% | -22.5% | -29.4% |
| 6M | -17.9% | +10.0% | -28.0% | -21.0% |
| YTD | +66.4% | +30.7% | +35.8% | +48.3% |
| 1Y | +51.5% | +43.8% | +7.8% | +29.6% |
| 3Y | +177.9% | +168.1% | +9.8% | +83.2% |
| 5Y | +100.0% | +101.4% | -1.4% | +48.5% |
| 10Y | +1,108.1% | +211.3% | +896.8% | +599.0% |
| All | +1,064.4% | +409.2% | +655.2% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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