+1,748.8%
MRVL vs HWM
+1,494.1%
+254.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.5% | +7.5% | +7.3% |
| 7D | +3.2% | -2.1% | +5.3% | +4.0% |
| 30D | +5.9% | -11.0% | +16.9% | +11.0% |
| 3M | -29.3% | +4.0% | -33.4% | -30.9% |
| 6M | +186.5% | -0.2% | +186.7% | +183.8% |
| YTD | +163.4% | +26.7% | +136.8% | +133.8% |
| 1Y | +249.5% | +44.7% | +204.8% | +191.3% |
| 3Y | +289.4% | +426.1% | -136.7% | +93.1% |
| 5Y | +270.2% | +738.5% | -468.3% | +58.4% |
| All | +1,748.8% | +1,494.1% | +254.7% | +463.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling