+1,847.4%
MRVL vs WCC
+518.6%
+1,328.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -1.8% |
| 7D | +8.7% | +1.7% | +7.0% | +7.8% |
| 30D | +6.9% | -6.1% | +13.0% | +10.4% |
| 3M | -10.1% | +3.1% | -13.2% | -10.5% |
| 6M | +143.4% | +28.2% | +115.2% | +120.3% |
| YTD | +167.5% | +41.1% | +126.4% | +128.5% |
| 1Y | +239.0% | +61.3% | +177.7% | +170.6% |
| 3Y | +311.0% | +123.6% | +187.3% | +173.6% |
| 5Y | +278.0% | +214.8% | +63.2% | +116.7% |
| All | +1,847.4% | +518.6% | +1,328.8% | +686.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WCC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling