+20.0%
SPY vs MRVL
+260.5%
-240.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.0% | -7.4% | -0.9% |
| 7D | +0.1% | +3.2% | -3.1% | -0.2% |
| 30D | +0.1% | +5.9% | -5.9% | -0.7% |
| 3M | +2.0% | -29.3% | +31.3% | +3.8% |
| 6M | +13.0% | +186.5% | -173.5% | -0.8% |
| YTD | +13.5% | +163.4% | -149.9% | +0.5% |
| 1Y | +20.0% | +249.5% | -229.5% | +7.8% |
| All | +20.0% | +260.5% | -240.6% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRVL.
Daily Out/Under-Performance
Portfolio return minus MRVL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRVL 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 MRVL 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