+171.3%
MRVL vs HWM
+327.1%
-155.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +4.2% |
| 7D | -28.1% | +3.4% | -31.5% | -29.6% |
| 30D | -50.4% | -7.5% | -42.8% | -48.2% |
| 3M | -32.9% | -28.9% | -4.0% | -18.2% |
| 6M | -17.9% | -19.6% | +1.7% | -8.8% |
| YTD | +66.4% | +0.6% | +65.8% | +54.3% |
| 1Y | +51.5% | +0.3% | +51.2% | +40.3% |
| All | +171.3% | +327.1% | -155.8% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling