+78.5%
SPY vs MRVL
+304.1%
-225.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -0.7% |
| 7D | +0.5% | +7.1% | -6.6% | -0.4% |
| 30D | -0.9% | +3.1% | -4.0% | -1.7% |
| 3M | +3.9% | -21.9% | +25.8% | +5.9% |
| 6M | +14.5% | +151.8% | -137.3% | -4.3% |
| YTD | +12.9% | +165.6% | -152.7% | -6.8% |
| 1Y | +19.4% | +242.3% | -222.9% | -6.4% |
| 3Y | +78.5% | +308.2% | -229.7% | +23.5% |
| All | +78.5% | +304.1% | -225.6% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling