+1,235.6%
MRVL vs BWA
+94.6%
+1,141.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | +23.1% | +7.3% | +15.9% | +18.5% |
| 30D | -38.8% | -15.8% | -23.0% | -31.6% |
| 3M | -24.2% | -25.7% | +1.5% | -9.4% |
| 6M | 0.0% | -19.6% | +19.6% | +16.8% |
| YTD | +93.8% | +14.1% | +79.8% | +84.1% |
| 1Y | +84.4% | +12.2% | +72.2% | +76.6% |
| 3Y | +203.6% | +63.8% | +139.8% | +129.8% |
| 5Y | +127.8% | +28.7% | +99.1% | +92.5% |
| All | +1,235.6% | +94.6% | +1,141.0% | +788.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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