+1,743.1%
MRVL vs BWA
+2,116.0%
-372.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.8% | +4.3% | +5.6% |
| 7D | +3.2% | +5.7% | -2.5% | +0.3% |
| 30D | +5.9% | +1.4% | +4.5% | +4.8% |
| 3M | -29.3% | -12.1% | -17.2% | -23.7% |
| 6M | +186.5% | +28.6% | +157.9% | +156.2% |
| YTD | +163.4% | +51.1% | +112.4% | +111.8% |
| 1Y | +249.5% | +55.9% | +193.6% | +174.9% |
| 3Y | +289.4% | +70.1% | +219.2% | +184.5% |
| 5Y | +270.2% | +90.7% | +179.6% | +156.6% |
| 10Y | +1,748.8% | +154.0% | +1,594.9% | +897.8% |
| All | +1,743.1% | +2,116.0% | -372.9% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling