+1,847.4%
MRVL vs CDW
+271.4%
+1,576.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | +8.7% | -7.4% | +16.0% | +13.8% |
| 30D | +6.9% | +5.8% | +1.1% | +2.1% |
| 3M | -10.1% | +10.8% | -20.9% | -18.9% |
| 6M | +143.4% | +21.5% | +122.0% | +97.8% |
| YTD | +167.5% | +6.4% | +161.1% | +135.8% |
| 1Y | +239.0% | -14.8% | +253.8% | +250.0% |
| 3Y | +311.0% | -29.9% | +340.8% | +387.6% |
| 5Y | +278.0% | -22.9% | +300.8% | +325.2% |
| All | +1,847.4% | +271.4% | +1,576.0% | +885.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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