+1,235.6%
MRVL vs AWK
+153.6%
+1,082.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | +23.1% | -2.6% | +25.7% | +23.5% |
| 30D | -38.8% | +14.2% | -53.0% | -40.1% |
| 3M | -24.2% | +10.0% | -34.3% | -25.5% |
| 6M | 0.0% | +17.1% | -17.1% | -3.3% |
| YTD | +93.8% | +16.1% | +77.7% | +87.2% |
| 1Y | +84.4% | +17.5% | +66.9% | +77.4% |
| 3Y | +203.6% | +29.3% | +174.3% | +165.8% |
| 5Y | +127.8% | -3.5% | +131.3% | +123.5% |
| All | +1,235.6% | +153.6% | +1,082.0% | +1,016.4% |
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