+1,192.7%
MRVL vs BWA
+1,569.7%
-377.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.6% |
| 7D | +11.0% | +4.3% | +6.8% | +8.8% |
| 30D | -36.1% | -13.0% | -23.1% | -30.3% |
| 3M | -29.4% | -24.8% | -4.6% | -17.1% |
| 6M | -11.9% | -23.5% | +11.6% | +4.4% |
| YTD | +84.8% | +13.8% | +70.9% | +74.8% |
| 1Y | +79.4% | +13.4% | +66.0% | +69.9% |
| 3Y | +195.7% | +62.8% | +133.0% | +127.0% |
| 5Y | +117.2% | +28.5% | +88.7% | +88.2% |
| 10Y | +1,193.7% | +95.4% | +1,098.4% | +717.5% |
| All | +1,192.7% | +1,569.7% | -377.0% | +51.0% |
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