+65.9%
MRVL vs SW
+26.8%
+39.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -10.2% | +2.2% | -12.4% | -10.7% |
| 30D | -43.9% | +7.4% | -51.4% | -45.2% |
| 3M | -26.0% | -5.9% | -20.0% | -24.4% |
| 6M | -9.2% | +9.0% | -18.2% | -12.7% |
| YTD | +82.0% | +18.1% | +63.9% | +59.0% |
| 1Y | +65.9% | +28.7% | +37.2% | +35.8% |
| All | +65.9% | +26.8% | +39.1% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling