+290.9%
MRVL vs WAB
+224.0%
+66.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +5.7% |
| 7D | +13.8% | +0.2% | +13.6% | +13.5% |
| 30D | +12.7% | -4.6% | +17.2% | +18.4% |
| 3M | -11.9% | +5.6% | -17.6% | -17.4% |
| 6M | +153.8% | +13.8% | +140.0% | +121.5% |
| YTD | +177.0% | +31.9% | +145.1% | +104.6% |
| 1Y | +252.3% | +48.3% | +204.1% | +129.7% |
| 3Y | +325.5% | +167.1% | +158.4% | +56.1% |
| 5Y | +290.9% | +222.9% | +68.0% | +23.3% |
| All | +290.9% | +224.0% | +66.9% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling