+115.8%
MRVL vs CDW
-5.0%
+120.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.8% | +4.6% | +6.2% |
| 7D | -9.8% | +9.3% | -19.1% | -15.6% |
| 30D | -43.8% | +15.8% | -59.6% | -49.6% |
| 3M | -29.3% | +21.8% | -51.1% | -39.9% |
| 6M | -9.1% | +58.8% | -67.9% | -39.8% |
| YTD | +82.2% | +22.8% | +59.5% | +39.9% |
| 1Y | +70.3% | +17.9% | +52.4% | +36.3% |
| 3Y | +197.0% | -17.4% | +214.4% | +220.8% |
| 5Y | +115.8% | -5.7% | +121.5% | +98.5% |
| All | +115.8% | -5.0% | +120.8% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling