+66.1%
MRVL vs HWM
+3.8%
+62.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.1% | +4.4% | +7.7% |
| 7D | -9.8% | +1.6% | -11.4% | -9.9% |
| 30D | -43.8% | -3.9% | -39.9% | -42.6% |
| 3M | -29.3% | -23.2% | -6.1% | -22.7% |
| 6M | -9.1% | -20.0% | +10.9% | -1.3% |
| YTD | +82.2% | +5.7% | +76.5% | +71.2% |
| All | +66.1% | +3.8% | +62.3% | +55.6% |
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