+1,100.7%
MRVL vs W
+210.4%
+890.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.2% | +6.1% |
| 7D | -28.1% | -3.6% | -24.5% | -27.5% |
| 30D | -50.4% | +7.0% | -57.3% | -51.3% |
| 3M | -32.9% | +7.4% | -40.3% | -34.3% |
| 6M | -17.9% | +69.3% | -87.2% | -28.8% |
| YTD | +66.4% | +11.3% | +55.2% | +57.0% |
| 1Y | +51.5% | +13.2% | +38.3% | +41.4% |
| 3Y | +177.9% | +142.0% | +35.9% | +100.0% |
| 5Y | +100.0% | -54.6% | +154.6% | +75.1% |
| 10Y | +1,108.1% | +243.7% | +864.4% | +607.7% |
| All | +1,100.7% | +210.4% | +890.3% | +598.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling