+1,916.5%
MRVL vs WCC
+539.2%
+1,377.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.9% |
| 7D | +13.8% | +6.8% | +7.0% | +10.1% |
| 30D | +12.7% | -3.0% | +15.7% | +14.5% |
| 3M | -11.9% | +0.2% | -12.1% | -11.1% |
| 6M | +153.8% | +33.2% | +120.7% | +125.4% |
| YTD | +177.0% | +45.8% | +131.1% | +132.7% |
| 1Y | +252.3% | +68.4% | +184.0% | +175.2% |
| 3Y | +325.5% | +131.1% | +194.4% | +178.6% |
| 5Y | +290.9% | +225.6% | +65.3% | +120.2% |
| All | +1,916.5% | +539.2% | +1,377.2% | +700.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling