+1,925.8%
MRVL vs NWSA
+149.4%
+1,776.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +5.6% | -2.8% | +8.4% | +7.2% |
| 30D | +8.8% | +3.0% | +5.7% | +6.6% |
| 3M | -15.9% | +12.3% | -28.2% | -23.1% |
| 6M | +161.3% | +21.9% | +139.4% | +124.6% |
| YTD | +178.2% | +13.6% | +164.7% | +147.8% |
| 1Y | +255.3% | +0.5% | +254.8% | +238.8% |
| 3Y | +323.1% | +43.8% | +279.4% | +227.1% |
| 5Y | +293.2% | +41.2% | +252.0% | +204.9% |
| All | +1,925.8% | +149.4% | +1,776.4% | +1,067.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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