+89.2%
MRVL vs SW
-1.6%
+90.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -1.5% | -14.9% | -16.1% |
| 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% | -35.8% |
| 6M | -20.8% | +15.0% | -35.8% | -24.1% |
| YTD | +57.4% | +18.5% | +38.9% | +48.3% |
| 1Y | +44.0% | +27.1% | +16.9% | +33.4% |
| 3Y | +162.2% | +49.3% | +112.9% | +137.8% |
| 5Y | +89.2% | -1.6% | +90.8% | +81.6% |
| All | +89.2% | -1.6% | +90.8% | +81.6% |
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