+1,492.2%
MRVL vs NWSA
+102.5%
+1,389.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.7% | -7.3% | -6.0% |
| 7D | +11.0% | +2.2% | +8.8% | +9.8% |
| 30D | -36.1% | -8.8% | -27.3% | -33.1% |
| 3M | -29.4% | -6.5% | -22.9% | -27.7% |
| 6M | -11.9% | +1.5% | -13.4% | -15.9% |
| YTD | +84.8% | +4.0% | +80.7% | +72.1% |
| 1Y | +79.4% | +3.4% | +76.0% | +67.6% |
| 3Y | +195.7% | +34.8% | +160.9% | +139.0% |
| 5Y | +117.2% | +18.4% | +98.8% | +86.4% |
| 10Y | +1,193.7% | +149.2% | +1,044.6% | +655.9% |
| All | +1,492.2% | +102.5% | +1,389.7% | +892.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling