+1,204.0%
MRVL vs HWM
+1,636.6%
-432.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.1% | +4.4% | +7.3% |
| 7D | -9.8% | +1.6% | -11.4% | -9.9% |
| 30D | -43.8% | -3.9% | -39.9% | -43.1% |
| 3M | -29.3% | -23.2% | -6.1% | -21.5% |
| 6M | -9.1% | -20.0% | +10.9% | -1.1% |
| YTD | +82.2% | +5.7% | +76.5% | +73.7% |
| 1Y | +70.3% | +4.9% | +65.5% | +62.6% |
| 3Y | +197.0% | +347.0% | -150.0% | +57.0% |
| 5Y | +115.8% | +563.0% | -447.2% | +0.7% |
| 10Y | +1,204.0% | +1,579.2% | -375.1% | +308.5% |
| All | +1,204.0% | +1,636.6% | -432.6% | +308.5% |
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