+1,173.1%
MRVL vs WAB
+6,962.2%
-5,789.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.1% |
| 7D | -10.2% | +4.0% | -14.2% | -11.6% |
| 30D | -43.9% | +6.3% | -50.2% | -45.5% |
| 3M | -26.0% | +3.3% | -29.2% | -26.9% |
| 6M | -9.2% | +14.5% | -23.7% | -14.9% |
| YTD | +82.0% | +42.7% | +39.3% | +52.3% |
| 1Y | +65.9% | +45.2% | +20.7% | +37.8% |
| 3Y | +185.0% | +173.8% | +11.3% | +76.4% |
| 5Y | +121.5% | +223.8% | -102.3% | +28.7% |
| 10Y | +1,224.2% | +280.5% | +943.7% | +531.0% |
| All | +1,173.1% | +6,962.2% | -5,789.0% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling