+1,030.5%
MRVL vs SW
+743.1%
+287.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +4.1% | -11.2% | -7.4% |
| 7D | -36.5% | +12.1% | -48.5% | -37.2% |
| 30D | -41.1% | +6.6% | -47.6% | -41.5% |
| 3M | -26.9% | -6.0% | -20.9% | -26.6% |
| 6M | -2.3% | +21.5% | -23.8% | -4.2% |
| YTD | +88.4% | +20.3% | +68.0% | +84.5% |
| 1Y | +82.7% | +28.1% | +54.6% | +78.1% |
| 3Y | +213.8% | +51.6% | +162.2% | +203.8% |
| 5Y | +127.4% | -0.1% | +127.5% | +121.5% |
| 10Y | +1,267.3% | +189.7% | +1,077.5% | +1,193.5% |
| All | +1,030.5% | +743.1% | +287.5% | +1,003.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling