+1,173.1%
MRVL vs WDC
+653.2%
+519.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WDC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.0% | +0.3% | -1.8% |
| 7D | +11.0% | +12.1% | -1.1% | +4.3% |
| 30D | -36.1% | -18.8% | -17.3% | -27.3% |
| 3M | -29.4% | -39.3% | +9.9% | -7.0% |
| 6M | -11.9% | -40.1% | +28.3% | +16.4% |
| YTD | +84.8% | +71.8% | +13.0% | +28.4% |
| 1Y | +79.4% | +88.5% | -9.1% | +17.2% |
| 3Y | +195.7% | +770.0% | -574.2% | -22.1% |
| 5Y | +117.2% | +549.0% | -431.9% | -34.3% |
| All | +1,173.1% | +653.2% | +519.9% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WDC.
Daily Out/Under-Performance
Portfolio return minus WDC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDC 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 WDC 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