+308.2%
MRVL vs WFC
+133.9%
+174.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +2.1% |
| 7D | +7.1% | +1.1% | +6.1% | +6.4% |
| 30D | +3.1% | +0.8% | +2.2% | +2.1% |
| 3M | -21.9% | +9.3% | -31.2% | -27.1% |
| 6M | +151.8% | +10.6% | +141.2% | +132.5% |
| YTD | +165.6% | -4.1% | +169.7% | +167.9% |
| 1Y | +242.3% | +13.6% | +228.7% | +206.0% |
| 3Y | +308.2% | +130.7% | +177.4% | +146.7% |
| All | +308.2% | +133.9% | +174.3% | +146.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling