+1,068.0%
MRVL vs HWM
+1,166.3%
-98.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +4.6% |
| 7D | -28.1% | +3.4% | -31.5% | -29.2% |
| 30D | -50.4% | -7.5% | -42.8% | -48.9% |
| 3M | -32.9% | -28.9% | -4.0% | -23.1% |
| 6M | -17.9% | -19.6% | +1.7% | -11.4% |
| YTD | +66.4% | +0.6% | +65.8% | +62.0% |
| 1Y | +51.5% | +0.3% | +51.2% | +47.4% |
| 3Y | +177.9% | +326.1% | -148.3% | +50.1% |
| 5Y | +100.0% | +525.2% | -425.1% | -4.3% |
| 10Y | +1,108.1% | +1,492.9% | -384.7% | +296.8% |
| All | +1,068.0% | +1,166.3% | -98.3% | +290.4% |
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