+96.9%
MRVL vs SW
-2.6%
+99.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.7% | +6.0% |
| 7D | -28.1% | +2.3% | -30.4% | -28.5% |
| 30D | -50.4% | +6.8% | -57.2% | -51.4% |
| 3M | -32.9% | -5.2% | -27.7% | -32.3% |
| 6M | -17.9% | +7.4% | -25.4% | -20.1% |
| YTD | +66.4% | +17.4% | +49.0% | +57.1% |
| 1Y | +51.5% | +27.1% | +24.5% | +40.4% |
| 3Y | +177.9% | +47.9% | +130.0% | +152.6% |
| All | +96.9% | -2.6% | +99.5% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling