+1,925.8%
MRVL vs GWRE
+131.0%
+1,794.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +5.6% | -13.2% | +18.9% | +11.3% |
| 30D | +8.8% | -18.6% | +27.3% | +14.2% |
| 3M | -15.9% | +18.9% | -34.8% | -28.9% |
| 6M | +161.3% | -11.0% | +172.2% | +144.0% |
| YTD | +178.2% | -29.9% | +208.1% | +192.3% |
| 1Y | +255.3% | -44.3% | +299.7% | +323.4% |
| 3Y | +323.1% | +51.7% | +271.4% | +162.8% |
| 5Y | +293.2% | +15.4% | +277.8% | +173.1% |
| All | +1,925.8% | +131.0% | +1,794.8% | +884.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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