+1,925.8%
MRVL vs AWK
+132.0%
+1,793.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.6% | +4.3% |
| 7D | +5.6% | -2.1% | +7.8% | +6.0% |
| 30D | +8.8% | +2.1% | +6.7% | +8.3% |
| 3M | -15.9% | +11.4% | -27.2% | -17.9% |
| 6M | +161.3% | +3.9% | +157.3% | +157.6% |
| YTD | +178.2% | +7.7% | +170.5% | +172.1% |
| 1Y | +255.3% | +1.3% | +254.0% | +251.0% |
| 3Y | +323.1% | +7.2% | +315.9% | +293.4% |
| 5Y | +293.2% | -17.0% | +310.2% | +300.0% |
| All | +1,925.8% | +132.0% | +1,793.8% | +1,531.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling