+1,173.1%
MRVL vs SWKS
+49.3%
+1,123.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.6% |
| 7D | +11.0% | +9.4% | +1.6% | +4.0% |
| 30D | -36.1% | +17.0% | -53.1% | -42.8% |
| 3M | -29.4% | +28.9% | -58.4% | -43.2% |
| 6M | -11.9% | +33.1% | -45.0% | -29.6% |
| YTD | +84.8% | +44.8% | +40.0% | +34.3% |
| 1Y | +79.4% | +36.2% | +43.2% | +36.8% |
| 3Y | +195.7% | +11.5% | +184.3% | +141.7% |
| 5Y | +117.2% | -37.1% | +154.2% | +183.0% |
| All | +1,173.1% | +49.3% | +1,123.8% | +927.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling