+249.5%
MRVL vs HWM
+48.6%
+200.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.5% | +7.5% | +7.2% |
| 7D | +3.2% | -2.1% | +5.3% | +4.0% |
| 30D | +5.9% | -11.0% | +16.9% | +10.3% |
| 3M | -29.3% | +4.0% | -33.4% | -30.5% |
| 6M | +186.5% | -0.2% | +186.7% | +179.7% |
| YTD | +163.4% | +26.7% | +136.8% | +130.8% |
| 1Y | +249.5% | +44.7% | +204.8% | +203.6% |
| All | +249.5% | +48.6% | +200.9% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling