+249.5%
MRVL vs STZ
-10.2%
+259.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.7% | +7.8% | +7.0% |
| 7D | +3.2% | -1.9% | +5.1% | +3.0% |
| 30D | +5.9% | -1.9% | +7.8% | +5.6% |
| 3M | -29.3% | -6.2% | -23.1% | -29.5% |
| 6M | +186.5% | -14.0% | +200.5% | +187.4% |
| YTD | +163.4% | -5.1% | +168.6% | +159.5% |
| 1Y | +249.5% | -9.6% | +259.1% | +244.8% |
| All | +249.5% | -10.2% | +259.7% | +244.8% |
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