+115.8%
MRVL vs WING
+9.2%
+106.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +8.4% | +1.1% | +7.1% |
| 7D | -9.8% | +8.6% | -18.4% | -11.9% |
| 30D | -43.8% | +44.8% | -88.6% | -50.4% |
| 3M | -29.3% | +51.9% | -81.2% | -39.4% |
| 6M | -9.1% | +37.2% | -46.3% | -21.4% |
| YTD | +82.2% | -25.3% | +107.5% | +89.0% |
| 1Y | +70.3% | -25.1% | +95.4% | +75.3% |
| 3Y | +197.0% | -12.9% | +209.9% | +156.2% |
| 5Y | +115.8% | +12.0% | +103.8% | +53.2% |
| All | +115.8% | +9.2% | +106.6% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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