+1,077.1%
MRVL vs WM
+339.4%
+737.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.2% |
| 7D | -28.1% | +1.2% | -29.3% | -28.5% |
| 30D | -50.4% | +13.1% | -63.5% | -52.5% |
| 3M | -32.9% | +3.6% | -36.5% | -34.2% |
| 6M | -17.9% | +8.1% | -26.0% | -22.2% |
| YTD | +66.4% | +8.9% | +57.5% | +56.4% |
| 1Y | +51.5% | +20.3% | +31.2% | +35.5% |
| 3Y | +177.9% | +46.2% | +131.7% | +117.0% |
| 5Y | +100.0% | +59.9% | +40.1% | +46.7% |
| All | +1,077.1% | +339.4% | +737.7% | +387.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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