+1,224.2%
MRVL vs SW
+184.4%
+1,039.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -10.2% | +2.2% | -12.4% | -10.6% |
| 30D | -43.9% | +7.4% | -51.4% | -44.8% |
| 3M | -26.0% | -5.9% | -20.0% | -25.4% |
| 6M | -9.2% | +9.0% | -18.2% | -11.0% |
| YTD | +82.0% | +18.1% | +63.9% | +74.8% |
| 1Y | +65.9% | +28.7% | +37.2% | +57.1% |
| 3Y | +185.0% | +48.8% | +136.3% | +166.1% |
| 5Y | +121.5% | +2.5% | +119.0% | +109.4% |
| 10Y | +1,224.2% | +184.4% | +1,039.7% | +1,161.1% |
| All | +1,224.2% | +184.4% | +1,039.7% | +1,161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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