+741.9%
SPY vs MRVL
+1,802.0%
-1,060.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.0% | -7.4% | -1.6% |
| 7D | +0.1% | +3.2% | -3.1% | -0.5% |
| 30D | +0.1% | +5.9% | -5.9% | -1.4% |
| 3M | +2.0% | -29.3% | +31.3% | +5.8% |
| 6M | +13.0% | +186.5% | -173.5% | -9.9% |
| YTD | +13.5% | +163.4% | -149.9% | -8.3% |
| 1Y | +20.0% | +249.5% | -229.5% | -8.5% |
| 3Y | +77.2% | +289.4% | -212.2% | +25.3% |
| 5Y | +81.9% | +270.2% | -188.4% | +24.2% |
| 10Y | +314.1% | +1,748.8% | -1,434.8% | +109.9% |
| All | +741.9% | +1,802.0% | -1,060.1% | +233.4% |
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