+314.7%
SPY vs MRVL
+2,004.7%
-1,689.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.2% | +0.1% |
| 7D | -0.8% | +5.6% | -6.4% | -1.9% |
| 30D | -1.1% | +8.8% | -9.8% | -3.3% |
| 3M | +3.9% | -15.9% | +19.7% | +5.3% |
| 6M | +13.6% | +161.3% | -147.6% | -12.8% |
| YTD | +12.7% | +178.2% | -165.6% | -15.3% |
| 1Y | +17.5% | +255.3% | -237.8% | -17.4% |
| 3Y | +76.9% | +323.1% | -246.2% | +8.2% |
| 5Y | +83.6% | +293.2% | -209.6% | +5.8% |
| All | +314.7% | +2,004.7% | -1,689.9% | +46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling