+114.1%
MRVL vs AWK
-3.1%
+117.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | 0.0% |
| 7D | -10.2% | +2.7% | -12.9% | -9.8% |
| 30D | -43.9% | +16.7% | -60.6% | -42.9% |
| 3M | -26.0% | +11.7% | -37.7% | -24.9% |
| 6M | -9.2% | +21.9% | -31.1% | -7.9% |
| YTD | +82.0% | +17.6% | +64.4% | +84.9% |
| 1Y | +65.9% | +19.8% | +46.1% | +68.3% |
| 3Y | +185.0% | +31.0% | +154.1% | +153.9% |
| All | +114.1% | -3.1% | +117.2% | +118.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling