+44.0%
MRVL vs SW
+25.8%
+18.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -1.5% | -14.9% | -16.0% |
| 7D | -38.8% | +4.7% | -43.5% | -39.6% |
| 30D | -53.5% | +5.0% | -58.5% | -54.2% |
| 3M | -36.7% | -7.3% | -29.4% | -35.0% |
| 6M | -20.8% | +15.0% | -35.8% | -24.8% |
| YTD | +57.4% | +18.5% | +38.9% | +38.1% |
| 1Y | +44.0% | +27.1% | +16.9% | +20.1% |
| All | +44.0% | +25.8% | +18.2% | +20.1% |
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 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