+1,564.4%
MRVL vs GWRE
+736.4%
+828.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.9% |
| 7D | +8.7% | -30.9% | +39.6% | +21.3% |
| 30D | +6.9% | -20.7% | +27.6% | +12.8% |
| 3M | -10.1% | +20.2% | -30.3% | -22.0% |
| 6M | +143.4% | -11.9% | +155.3% | +131.5% |
| YTD | +167.5% | -30.3% | +197.8% | +178.5% |
| 1Y | +239.0% | -44.6% | +283.6% | +289.3% |
| 3Y | +311.0% | +48.8% | +262.2% | +195.4% |
| 5Y | +278.0% | +14.8% | +263.2% | +194.8% |
| 10Y | +1,883.8% | +128.1% | +1,755.7% | +1,138.7% |
| All | +1,564.4% | +736.4% | +828.1% | +688.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling