+1,847.4%
MRVL vs SYF
+255.8%
+1,591.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -1.0% | -2.3% |
| 7D | +8.7% | -5.5% | +14.2% | +11.6% |
| 30D | +6.9% | -3.9% | +10.8% | +8.6% |
| 3M | -10.1% | +8.9% | -19.0% | -14.3% |
| 6M | +143.4% | +16.2% | +127.2% | +124.6% |
| YTD | +167.5% | -8.4% | +175.9% | +173.4% |
| 1Y | +239.0% | +2.6% | +236.3% | +227.2% |
| 3Y | +311.0% | +156.4% | +154.6% | +159.5% |
| 5Y | +278.0% | +78.2% | +199.8% | +172.9% |
| All | +1,847.4% | +255.8% | +1,591.6% | +957.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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