+1,925.8%
MRVL vs SHW
+288.7%
+1,637.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +2.9% |
| 7D | +5.6% | -3.1% | +8.7% | +7.6% |
| 30D | +8.8% | -10.0% | +18.8% | +16.0% |
| 3M | -15.9% | +2.3% | -18.1% | -18.5% |
| 6M | +161.3% | +0.7% | +160.6% | +154.3% |
| YTD | +178.2% | +0.5% | +177.7% | +168.9% |
| 1Y | +255.3% | -11.5% | +266.8% | +271.7% |
| 3Y | +323.1% | +21.3% | +301.8% | +254.6% |
| 5Y | +293.2% | +12.5% | +280.7% | +239.9% |
| All | +1,925.8% | +288.7% | +1,637.1% | +927.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling