+1,174.9%
MRVL vs WAT
+634.8%
+540.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.2% | +5.3% | +7.7% |
| 7D | -9.8% | +6.0% | -15.9% | -11.8% |
| 30D | -43.8% | +9.9% | -53.7% | -45.8% |
| 3M | -29.3% | +17.2% | -46.5% | -33.8% |
| 6M | -9.1% | +34.2% | -43.3% | -20.2% |
| YTD | +82.2% | +25.5% | +56.7% | +61.8% |
| 1Y | +70.3% | +28.3% | +42.1% | +49.7% |
| 3Y | +197.0% | +88.4% | +108.6% | +112.7% |
| 5Y | +115.8% | +36.1% | +79.6% | +79.2% |
| 10Y | +1,204.0% | +234.8% | +969.2% | +631.8% |
| All | +1,174.9% | +634.8% | +540.1% | +297.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling