+82.7%
MRVL vs ITW
+24.0%
+58.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.4% | -9.5% | -6.8% |
| 7D | -36.5% | +6.3% | -42.8% | -36.2% |
| 30D | -41.1% | +11.1% | -52.2% | -41.0% |
| 3M | -26.9% | +0.1% | -27.0% | -25.6% |
| 6M | -2.3% | +18.1% | -20.4% | -6.4% |
| YTD | +88.4% | +21.4% | +67.0% | +78.0% |
| 1Y | +82.7% | +22.9% | +59.9% | +73.4% |
| All | +82.7% | +24.0% | +58.7% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling