+79.4%
MRVL vs WAB
+42.5%
+36.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.8% | -3.8% |
| 7D | +11.0% | +5.1% | +6.0% | +5.7% |
| 30D | -36.1% | +4.0% | -40.1% | -38.0% |
| 3M | -29.4% | +0.1% | -29.5% | -28.9% |
| 6M | -11.9% | +12.8% | -24.7% | -21.5% |
| YTD | +84.8% | +40.1% | +44.7% | +24.8% |
| 1Y | +79.4% | +46.4% | +33.0% | +11.1% |
| All | +79.4% | +42.5% | +36.9% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling