+1,066.1%
MRVL vs TW
+206.7%
+859.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.4% |
| 7D | +5.6% | -4.5% | +10.1% | +7.6% |
| 30D | +8.8% | -2.3% | +11.0% | +9.5% |
| 3M | -15.9% | +2.6% | -18.5% | -18.8% |
| 6M | +161.3% | -17.5% | +178.8% | +175.7% |
| YTD | +178.2% | -5.3% | +183.5% | +171.3% |
| 1Y | +255.3% | -14.8% | +270.1% | +264.4% |
| 3Y | +323.1% | +18.8% | +304.3% | +253.3% |
| 5Y | +293.2% | +20.7% | +272.5% | +215.3% |
| All | +1,066.1% | +206.7% | +859.4% | +569.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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