+1,847.4%
MRVL vs WFC
+143.5%
+1,703.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | +8.7% | +0.3% | +8.4% | +8.6% |
| 30D | +6.9% | +2.3% | +4.6% | +5.3% |
| 3M | -10.1% | +9.8% | -19.9% | -15.0% |
| 6M | +143.4% | +15.6% | +127.9% | +124.4% |
| YTD | +167.5% | -2.4% | +169.9% | +166.8% |
| 1Y | +239.0% | +13.8% | +225.1% | +212.3% |
| 3Y | +311.0% | +134.6% | +176.3% | +169.9% |
| 5Y | +278.0% | +127.9% | +150.1% | +154.4% |
| All | +1,847.4% | +143.5% | +1,703.8% | +1,210.6% |
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