+1,743.1%
MRVL vs ITW
+1,614.8%
+128.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.6% | +7.6% | +7.5% |
| 7D | +3.2% | -3.6% | +6.8% | +6.1% |
| 30D | +5.9% | -9.1% | +15.1% | +13.9% |
| 3M | -29.3% | +8.2% | -37.6% | -34.4% |
| 6M | +186.5% | -4.8% | +191.3% | +193.8% |
| YTD | +163.4% | +11.0% | +152.4% | +138.2% |
| 1Y | +249.5% | +4.2% | +245.3% | +229.2% |
| 3Y | +289.4% | +17.3% | +272.1% | +232.5% |
| 5Y | +270.2% | +33.0% | +237.2% | +194.2% |
| 10Y | +1,748.8% | +182.3% | +1,566.5% | +690.8% |
| All | +1,743.1% | +1,614.8% | +128.3% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling