+278.0%
MRVL vs AWK
-17.3%
+295.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-10 to 2026-09-10.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | +8.7% | -0.7% | +9.4% | +8.6% |
| 30D | +6.9% | +2.8% | +4.1% | +7.1% |
| 3M | -10.1% | +11.3% | -21.4% | -9.9% |
| 6M | +143.4% | +6.7% | +136.7% | +144.2% |
| YTD | +167.5% | +9.4% | +158.1% | +168.1% |
| 1Y | +239.0% | +3.7% | +235.2% | +240.5% |
| 3Y | +311.0% | +9.2% | +301.7% | +291.0% |
| 5Y | +278.0% | -15.7% | +293.7% | +302.1% |
| All | +278.0% | -17.3% | +295.2% | +302.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 2021-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AWK 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…
2021-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling