+249.5%
MRVL vs ITW
+5.8%
+243.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.6% | +7.6% | +7.1% |
| 7D | +3.2% | -3.6% | +6.8% | +3.7% |
| 30D | +5.9% | -9.1% | +15.1% | +7.2% |
| 3M | -29.3% | +8.2% | -37.6% | -31.8% |
| 6M | +186.5% | -4.8% | +191.3% | +172.9% |
| YTD | +163.4% | +11.0% | +152.4% | +155.6% |
| 1Y | +249.5% | +4.2% | +245.3% | +232.8% |
| All | +249.5% | +5.8% | +243.7% | +232.8% |
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