+121.5%
MRVL vs BWA
+32.7%
+88.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +1.3% |
| 7D | -10.2% | -2.4% | -7.8% | -7.9% |
| 30D | -43.9% | -17.7% | -26.2% | -34.6% |
| 3M | -26.0% | -27.0% | +1.0% | -6.8% |
| 6M | -9.2% | -17.3% | +8.1% | +8.0% |
| YTD | +82.0% | +12.9% | +69.1% | +71.0% |
| 1Y | +65.9% | +12.9% | +53.0% | +55.5% |
| 3Y | +185.0% | +62.1% | +122.9% | +94.0% |
| 5Y | +121.5% | +30.7% | +90.7% | +59.5% |
| All | +121.5% | +32.7% | +88.8% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling