+185.0%
MRVL vs WFC
+126.3%
+58.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.3% |
| 7D | -10.2% | +0.9% | -11.1% | -10.4% |
| 30D | -43.9% | +3.3% | -47.2% | -45.0% |
| 3M | -26.0% | -1.4% | -24.5% | -25.9% |
| 6M | -9.2% | +14.7% | -23.9% | -18.3% |
| YTD | +82.0% | -5.9% | +87.9% | +85.1% |
| 1Y | +65.9% | +1.8% | +64.0% | +59.7% |
| 3Y | +185.0% | +124.9% | +60.1% | +42.9% |
| All | +185.0% | +126.3% | +58.7% | +42.9% |
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