+1,293.1%
MRVL vs STZ
+12.8%
+1,280.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.0% | +10.3% | +9.6% |
| 7D | +5.6% | -0.9% | +6.6% | +6.0% |
| 30D | -36.5% | +14.9% | -51.4% | -39.9% |
| 3M | -20.5% | +8.4% | -28.9% | -23.7% |
| 6M | -1.1% | +2.8% | -4.0% | -4.2% |
| YTD | +99.0% | +7.5% | +91.4% | +87.2% |
| 1Y | +89.3% | +12.5% | +76.7% | +74.5% |
| 3Y | +211.6% | -35.4% | +247.1% | +250.0% |
| 5Y | +134.1% | -29.3% | +163.3% | +153.6% |
| 10Y | +1,293.1% | +11.8% | +1,281.3% | +1,147.3% |
| All | +1,293.1% | +12.8% | +1,280.3% | +1,147.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling