+278.0%
MRVL vs NWSA
+39.0%
+238.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -2.9% |
| 7D | +8.7% | -4.8% | +13.4% | +12.1% |
| 30D | +6.9% | +3.0% | +3.9% | +4.4% |
| 3M | -10.1% | +9.3% | -19.4% | -18.2% |
| 6M | +143.4% | +23.2% | +120.3% | +98.1% |
| YTD | +167.5% | +13.3% | +154.1% | +130.9% |
| 1Y | +239.0% | +2.9% | +236.1% | +214.2% |
| 3Y | +311.0% | +43.3% | +267.6% | +182.1% |
| 5Y | +278.0% | +40.9% | +237.1% | +152.6% |
| All | +278.0% | +39.0% | +238.9% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling