+82.7%
MRVL vs STZ
+14.7%
+68.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +5.3% | -12.4% | -5.2% |
| 7D | -36.5% | +13.0% | -49.5% | -33.6% |
| 30D | -41.1% | +29.4% | -70.5% | -37.0% |
| 3M | -26.9% | +11.6% | -38.5% | -23.4% |
| 6M | -2.3% | -0.2% | -2.1% | +3.1% |
| YTD | +88.4% | +8.6% | +79.8% | +92.0% |
| 1Y | +82.7% | +15.9% | +66.8% | +94.8% |
| All | +82.7% | +14.7% | +68.0% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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