+1,004.2%
MRVL vs TW
+221.1%
+783.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.8% | +6.2% | +6.7% |
| 7D | +3.2% | -2.3% | +5.5% | +4.2% |
| 30D | +5.9% | +3.9% | +2.0% | +4.1% |
| 3M | -29.3% | +5.7% | -35.0% | -32.9% |
| 6M | +186.5% | -14.5% | +201.0% | +198.5% |
| YTD | +163.4% | -0.9% | +164.3% | +152.3% |
| 1Y | +249.5% | -13.5% | +263.0% | +258.0% |
| 3Y | +289.4% | +25.0% | +264.4% | +218.4% |
| 5Y | +270.2% | +22.7% | +247.6% | +195.4% |
| All | +1,004.2% | +221.1% | +783.1% | +522.6% |
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