+118.8%
MRVL vs SWK
-30.7%
+149.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.2% | -4.9% | -4.8% |
| 7D | +11.0% | -1.4% | +12.4% | +11.9% |
| 30D | -36.1% | +25.5% | -61.5% | -44.8% |
| 3M | -29.4% | +11.8% | -41.2% | -34.9% |
| 6M | -11.9% | +48.7% | -60.6% | -30.9% |
| YTD | +84.8% | +57.2% | +27.6% | +38.2% |
| 1Y | +79.4% | +75.3% | +4.1% | +25.9% |
| 3Y | +195.7% | +51.9% | +143.8% | +105.6% |
| All | +118.8% | -30.7% | +149.5% | +142.1% |
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