+323.1%
MRVL vs ITW
+20.2%
+302.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.4% |
| 7D | +5.6% | -0.7% | +6.3% | +6.0% |
| 30D | +8.8% | -8.3% | +17.1% | +14.2% |
| 3M | -15.9% | +6.0% | -21.9% | -20.3% |
| 6M | +161.3% | 0.0% | +161.3% | +156.8% |
| YTD | +178.2% | +10.2% | +168.0% | +153.1% |
| 1Y | +255.3% | +3.2% | +252.1% | +238.2% |
| 3Y | +323.1% | +21.0% | +302.1% | +235.0% |
| All | +323.1% | +20.2% | +302.9% | +235.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling