+321.2%
MRVL vs SHW
+21.1%
+300.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +5.9% | +5.0% |
| 7D | +13.8% | -3.2% | +17.0% | +15.5% |
| 30D | +12.7% | -11.4% | +24.1% | +19.0% |
| 3M | -11.9% | +3.5% | -15.4% | -14.6% |
| 6M | +153.8% | -3.4% | +157.2% | +155.2% |
| YTD | +177.0% | -0.3% | +177.3% | +170.1% |
| 1Y | +252.3% | -10.4% | +262.8% | +267.1% |
| All | +321.2% | +21.1% | +300.1% | +248.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling