+2,170.0%
MRVL vs NWSA
+127.4%
+2,042.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.8% | +8.9% | +8.0% |
| 7D | +3.2% | -1.9% | +5.1% | +4.1% |
| 30D | +5.9% | +4.6% | +1.4% | +3.1% |
| 3M | -29.3% | +13.2% | -42.6% | -35.6% |
| 6M | +186.5% | +27.0% | +159.5% | +143.2% |
| YTD | +163.4% | +16.8% | +146.6% | +132.8% |
| 1Y | +249.5% | +4.5% | +245.0% | +226.8% |
| 3Y | +289.4% | +46.2% | +243.1% | +204.0% |
| 5Y | +270.2% | +40.9% | +229.3% | +193.3% |
| 10Y | +1,748.8% | +145.1% | +1,603.7% | +977.3% |
| All | +2,170.0% | +127.4% | +2,042.6% | +1,241.8% |
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