+369.8%
MRVL vs RDW
-0.7%
+370.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +4.5% |
| 7D | +5.6% | +0.9% | +4.8% | +5.3% |
| 30D | +8.8% | -21.3% | +30.0% | +13.6% |
| 3M | -15.9% | -37.9% | +22.0% | -8.8% |
| 6M | +161.3% | +12.3% | +149.0% | +148.7% |
| YTD | +178.2% | +39.7% | +138.5% | +146.4% |
| 1Y | +255.3% | +25.7% | +229.6% | +212.0% |
| 3Y | +323.1% | +230.8% | +92.3% | +173.2% |
| 5Y | +293.2% | -8.8% | +302.0% | +176.4% |
| All | +369.8% | -0.7% | +370.6% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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