+96.9%
MRVL vs SWK
-25.5%
+122.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.9% |
| 7D | -28.1% | +11.0% | -39.1% | -32.9% |
| 30D | -50.4% | +30.1% | -80.4% | -58.0% |
| 3M | -32.9% | +14.7% | -47.6% | -39.0% |
| 6M | -17.9% | +44.5% | -62.4% | -34.6% |
| YTD | +66.4% | +59.4% | +7.1% | +23.5% |
| 1Y | +51.5% | +77.5% | -26.0% | +5.6% |
| 3Y | +177.9% | +49.5% | +128.4% | +95.7% |
| All | +96.9% | -25.5% | +122.4% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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