+321.2%
MRVL vs NWSA
+44.1%
+277.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.6% | +4.4% |
| 7D | +13.8% | -3.1% | +16.9% | +15.0% |
| 30D | +12.7% | +4.3% | +8.4% | +10.7% |
| 3M | -11.9% | +9.2% | -21.1% | -16.3% |
| 6M | +153.8% | +21.6% | +132.3% | +121.6% |
| YTD | +177.0% | +14.2% | +162.7% | +151.9% |
| 1Y | +252.3% | +1.8% | +250.6% | +250.2% |
| All | +321.2% | +44.1% | +277.1% | +212.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling