+732.6%
SPY vs MRVL
+1,336.5%
-603.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.3% | -8.0% | -0.2% |
| 7D | -0.9% | +5.6% | -6.5% | -2.1% |
| 30D | -2.4% | -36.5% | +34.2% | +4.4% |
| 3M | -1.2% | -20.5% | +19.3% | +1.0% |
| 6M | +3.3% | -1.1% | +4.4% | -1.4% |
| YTD | +12.3% | +99.0% | -86.7% | -6.1% |
| 1Y | +12.4% | +89.3% | -76.8% | -5.5% |
| 3Y | +78.8% | +211.6% | -132.8% | +29.7% |
| 5Y | +75.2% | +134.0% | -58.9% | +27.8% |
| 10Y | +311.1% | +1,293.1% | -982.0% | +116.0% |
| All | +732.6% | +1,336.5% | -603.8% | +241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling