+195.7%
MRVL vs NWSA
+32.6%
+163.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.7% | -7.3% | -5.5% |
| 7D | +11.0% | +2.2% | +8.8% | +10.3% |
| 30D | -36.1% | -8.8% | -27.3% | -34.0% |
| 3M | -29.4% | -6.5% | -22.9% | -28.0% |
| 6M | -11.9% | +1.5% | -13.4% | -14.9% |
| YTD | +84.8% | +4.0% | +80.7% | +74.1% |
| 1Y | +79.4% | +3.4% | +76.0% | +69.8% |
| 3Y | +195.7% | +34.8% | +160.9% | +104.1% |
| All | +195.7% | +32.6% | +163.2% | +104.1% |
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