+121.5%
MRVL vs STZ
-27.8%
+149.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -10.2% | +5.3% | -15.6% | -11.1% |
| 30D | -43.9% | +19.6% | -63.5% | -46.3% |
| 3M | -26.0% | +10.0% | -35.9% | -27.9% |
| 6M | -9.2% | -0.3% | -8.9% | -9.4% |
| YTD | +82.0% | +8.6% | +73.4% | +73.7% |
| 1Y | +65.9% | +16.6% | +49.3% | +53.6% |
| 3Y | +185.0% | -34.8% | +219.8% | +225.6% |
| 5Y | +121.5% | -27.8% | +149.3% | +131.8% |
| All | +121.5% | -27.8% | +149.3% | +131.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling