+195.7%
MRVL vs HWM
+348.7%
-153.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.6% | -4.0% |
| 7D | +11.0% | +7.3% | +3.7% | +6.6% |
| 30D | -36.1% | +1.6% | -37.7% | -36.9% |
| 3M | -29.4% | -21.9% | -7.6% | -18.6% |
| 6M | -11.9% | -19.0% | +7.2% | -1.1% |
| YTD | +84.8% | +7.9% | +76.8% | +64.5% |
| 1Y | +79.4% | +9.9% | +69.5% | +56.9% |
| 3Y | +195.7% | +342.1% | -146.4% | +4.0% |
| All | +195.7% | +348.7% | -153.0% | +4.0% |
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