+290.9%
MRVL vs WFC
+131.0%
+159.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.9% | +2.3% | +3.0% |
| 7D | +13.8% | +0.4% | +13.4% | +13.5% |
| 30D | +12.7% | +2.5% | +10.2% | +10.3% |
| 3M | -11.9% | +10.0% | -21.9% | -18.7% |
| 6M | +153.8% | +15.1% | +138.8% | +126.4% |
| YTD | +177.0% | -2.2% | +179.2% | +175.3% |
| 1Y | +252.3% | +13.5% | +238.9% | +212.4% |
| 3Y | +325.5% | +135.2% | +190.3% | +116.7% |
| 5Y | +290.9% | +128.3% | +162.6% | +118.4% |
| All | +290.9% | +131.0% | +159.9% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling