+926.2%
MRVL vs CHWY
-43.2%
+969.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.1% | +4.9% |
| 7D | +5.6% | -13.6% | +19.2% | +9.5% |
| 30D | +8.8% | -8.5% | +17.3% | +10.6% |
| 3M | -15.9% | +8.9% | -24.8% | -19.3% |
| 6M | +161.3% | -20.5% | +181.7% | +170.5% |
| YTD | +178.2% | -38.2% | +216.4% | +208.9% |
| 1Y | +255.3% | -43.3% | +298.6% | +301.7% |
| 3Y | +323.1% | -8.5% | +331.7% | +287.5% |
| 5Y | +293.2% | -72.7% | +366.0% | +370.1% |
| All | +926.2% | -43.2% | +969.4% | +779.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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