+674.4%
MRVL vs TW
+301.3%
+373.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -5.0% |
| 7D | +11.0% | +3.9% | +7.1% | +9.4% |
| 30D | -36.1% | +19.9% | -56.0% | -40.7% |
| 3M | -29.4% | +25.9% | -55.4% | -36.2% |
| 6M | -11.9% | +21.1% | -33.0% | -21.2% |
| YTD | +84.8% | +23.9% | +60.9% | +60.7% |
| 1Y | +79.4% | +21.2% | +58.2% | +57.7% |
| 3Y | +195.7% | +44.8% | +151.0% | +129.8% |
| 5Y | +117.2% | +41.4% | +75.8% | +63.6% |
| All | +674.4% | +301.3% | +373.1% | +296.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling