+252.3%
MRVL vs STZ
-14.3%
+266.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.3% |
| 7D | +13.8% | -6.0% | +19.8% | +13.3% |
| 30D | +12.7% | -8.9% | +21.6% | +11.7% |
| 3M | -11.9% | -12.6% | +0.6% | -12.5% |
| 6M | +153.8% | -17.2% | +171.1% | +154.0% |
| YTD | +177.0% | -10.0% | +187.0% | +170.6% |
| 1Y | +252.3% | -14.3% | +266.7% | +245.4% |
| All | +252.3% | -14.3% | +266.7% | +245.4% |
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