+290.9%
MRVL vs TW
+20.0%
+270.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.3% | +4.3% |
| 7D | +13.8% | -0.5% | +14.3% | +14.0% |
| 30D | +12.7% | -0.6% | +13.3% | +12.7% |
| 3M | -11.9% | +3.4% | -15.3% | -15.2% |
| 6M | +153.8% | -18.4% | +172.3% | +172.5% |
| YTD | +177.0% | -3.9% | +180.9% | +167.9% |
| 1Y | +252.3% | -13.3% | +265.7% | +260.8% |
| 3Y | +325.5% | +20.8% | +304.7% | +231.5% |
| 5Y | +290.9% | +20.3% | +270.6% | +180.9% |
| All | +290.9% | +20.0% | +270.8% | +180.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling