+1,173.1%
MRVL vs WAB
+266.7%
+906.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.8% | -4.2% |
| 7D | +11.0% | +5.1% | +6.0% | +8.0% |
| 30D | -36.1% | +4.0% | -40.1% | -37.2% |
| 3M | -29.4% | +0.1% | -29.5% | -29.1% |
| 6M | -11.9% | +12.8% | -24.7% | -17.3% |
| YTD | +84.8% | +40.1% | +44.7% | +53.2% |
| 1Y | +79.4% | +46.4% | +33.0% | +45.4% |
| 3Y | +195.7% | +167.4% | +28.4% | +81.5% |
| 5Y | +117.2% | +215.0% | -97.9% | +25.0% |
| All | +1,173.1% | +266.7% | +906.5% | +503.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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