+79.0%
SPY vs MRVL
+215.2%
-136.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.3% | -8.0% | +0.1% |
| 7D | -0.9% | +5.6% | -6.5% | -1.8% |
| 30D | -2.4% | -36.5% | +34.2% | +2.6% |
| 3M | -1.2% | -20.5% | +19.3% | +0.4% |
| 6M | +3.3% | -1.1% | +4.4% | -0.9% |
| YTD | +12.3% | +99.0% | -86.7% | -4.4% |
| 1Y | +12.4% | +89.3% | -76.8% | -3.8% |
| All | +79.0% | +215.2% | -136.2% | +30.8% |
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 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