+115.8%
MRVL vs WAT
+35.9%
+79.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.2% | +5.3% | +7.3% |
| 7D | -9.8% | +6.0% | -15.9% | -12.2% |
| 30D | -43.8% | +9.9% | -53.7% | -46.2% |
| 3M | -29.3% | +17.2% | -46.5% | -34.6% |
| 6M | -9.1% | +34.2% | -43.3% | -22.1% |
| YTD | +82.2% | +25.5% | +56.7% | +58.8% |
| 1Y | +70.3% | +28.3% | +42.1% | +46.3% |
| 3Y | +197.0% | +88.4% | +108.6% | +80.8% |
| 5Y | +115.8% | +36.1% | +79.6% | +69.7% |
| All | +115.8% | +35.9% | +79.8% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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