+1,173.1%
MRVL vs WFC
+117.8%
+1,055.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.0% | -4.8% |
| 7D | +11.0% | +2.5% | +8.5% | +9.8% |
| 30D | -36.1% | +7.0% | -43.1% | -38.3% |
| 3M | -29.4% | -1.8% | -27.7% | -29.4% |
| 6M | -11.9% | +18.4% | -30.3% | -20.0% |
| YTD | +84.8% | -5.6% | +90.4% | +86.5% |
| 1Y | +79.4% | +3.9% | +75.5% | +72.8% |
| 3Y | +195.7% | +126.3% | +69.4% | +95.7% |
| 5Y | +117.2% | +91.1% | +26.1% | +54.8% |
| All | +1,173.1% | +117.8% | +1,055.4% | +764.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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