+308.2%
MRVL vs W
+44.2%
+264.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +7.1% | +6.5% | +0.7% | +5.1% |
| 30D | +3.1% | -6.2% | +9.3% | +5.2% |
| 3M | -21.9% | +48.9% | -70.8% | -31.8% |
| 6M | +151.8% | +31.2% | +120.7% | +126.6% |
| YTD | +165.6% | -0.4% | +166.1% | +155.9% |
| 1Y | +242.3% | +14.8% | +227.4% | +207.6% |
| 3Y | +308.2% | +40.5% | +267.7% | +180.0% |
| All | +308.2% | +44.2% | +264.0% | +180.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling