+118.8%
MRVL vs HWM
+591.3%
-472.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.6% | -3.9% |
| 7D | +11.0% | +7.3% | +3.7% | +5.6% |
| 30D | -36.1% | +1.6% | -37.7% | -37.3% |
| 3M | -29.4% | -21.9% | -7.6% | -16.6% |
| 6M | -11.9% | -19.0% | +7.2% | +0.5% |
| YTD | +84.8% | +7.9% | +76.8% | +61.2% |
| 1Y | +79.4% | +9.9% | +69.5% | +53.3% |
| 3Y | +195.7% | +342.1% | -146.4% | -31.8% |
| All | +118.8% | +591.3% | -472.4% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling