+271.9%
MRVL vs SW
-2.3%
+274.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.3% | +5.8% | +6.7% |
| 7D | +3.2% | -5.1% | +8.3% | +4.6% |
| 30D | +5.9% | -4.6% | +10.5% | +7.2% |
| 3M | -29.3% | +9.4% | -38.7% | -31.2% |
| 6M | +186.5% | +3.5% | +183.0% | +181.7% |
| YTD | +163.4% | +22.0% | +141.4% | +147.8% |
| 1Y | +249.5% | +2.2% | +247.3% | +240.9% |
| 3Y | +289.4% | +19.6% | +269.8% | +266.5% |
| All | +271.9% | -2.3% | +274.2% | +251.0% |
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