+1,224.2%
MRVL vs W
+228.8%
+995.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +0.9% |
| 7D | -10.2% | +1.1% | -11.3% | -10.5% |
| 30D | -43.9% | +6.4% | -50.3% | -44.9% |
| 3M | -26.0% | +9.0% | -34.9% | -27.9% |
| 6M | -9.2% | +69.8% | -79.0% | -22.4% |
| YTD | +82.0% | +12.1% | +69.9% | +70.3% |
| 1Y | +65.9% | 0.0% | +65.9% | +58.9% |
| 3Y | +185.0% | +160.3% | +24.7% | +93.6% |
| 5Y | +121.5% | -53.3% | +174.8% | +90.8% |
| 10Y | +1,224.2% | +217.0% | +1,007.2% | +673.2% |
| All | +1,224.2% | +228.8% | +995.4% | +673.2% |
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