+729.7%
SPY vs MRVL
+1,299.5%
-569.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.1% |
| 7D | +3.3% | +23.1% | -19.8% | -0.4% |
| 30D | -2.7% | -38.8% | +36.1% | +4.6% |
| 3M | -1.7% | -24.2% | +22.5% | +1.2% |
| 6M | +3.1% | 0.0% | +3.1% | -1.8% |
| YTD | +11.9% | +93.8% | -81.9% | -6.0% |
| 1Y | +12.0% | +84.4% | -72.4% | -5.4% |
| 3Y | +78.2% | +203.6% | -125.4% | +29.8% |
| 5Y | +73.2% | +127.8% | -54.6% | +26.9% |
| 10Y | +309.6% | +1,257.2% | -947.6% | +116.1% |
| All | +729.7% | +1,299.5% | -569.8% | +241.8% |
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 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