+1,173.1%
MRVL vs W
+212.4%
+960.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.4% | -5.1% | -4.8% |
| 7D | +11.0% | +0.2% | +10.9% | +11.1% |
| 30D | -36.1% | +6.8% | -42.9% | -37.3% |
| 3M | -29.4% | +10.7% | -40.1% | -31.6% |
| 6M | -11.9% | +86.3% | -98.2% | -26.4% |
| YTD | +84.8% | +11.5% | +73.3% | +73.2% |
| 1Y | +79.4% | +5.1% | +74.3% | +69.7% |
| 3Y | +195.7% | +171.0% | +24.8% | +99.0% |
| 5Y | +117.2% | -56.6% | +173.8% | +90.1% |
| All | +1,173.1% | +212.4% | +960.8% | +640.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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