+1,764.2%
MRVL vs HWM
+1,323.5%
+440.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -10.7% | +11.5% | +5.5% |
| 7D | +7.1% | -9.2% | +16.3% | +11.3% |
| 30D | +3.1% | -17.9% | +20.9% | +11.4% |
| 3M | -21.9% | -6.0% | -15.9% | -20.4% |
| 6M | +151.8% | -7.4% | +159.2% | +156.8% |
| YTD | +165.6% | +13.1% | +152.5% | +146.7% |
| 1Y | +242.3% | +29.3% | +213.0% | +198.5% |
| 3Y | +308.2% | +389.9% | -81.8% | +108.5% |
| 5Y | +280.4% | +655.5% | -375.2% | +70.0% |
| All | +1,764.2% | +1,323.5% | +440.7% | +494.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling