+1,925.8%
MRVL vs ITW
+194.8%
+1,731.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.2% |
| 7D | +5.6% | -0.7% | +6.3% | +6.1% |
| 30D | +8.8% | -8.3% | +17.1% | +16.0% |
| 3M | -15.9% | +6.0% | -21.9% | -20.7% |
| 6M | +161.3% | 0.0% | +161.3% | +158.1% |
| YTD | +178.2% | +10.2% | +168.0% | +152.1% |
| 1Y | +255.3% | +3.2% | +252.1% | +236.6% |
| 3Y | +323.1% | +21.0% | +302.1% | +249.2% |
| 5Y | +293.2% | +37.9% | +255.3% | +199.0% |
| All | +1,925.8% | +194.8% | +1,731.0% | +846.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling