+1,173.1%
MRVL vs WM
+330.8%
+842.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.1% | -4.6% | -4.6% |
| 7D | +11.0% | +3.2% | +7.8% | +10.2% |
| 30D | -36.1% | +13.0% | -49.1% | -38.7% |
| 3M | -29.4% | +9.2% | -38.7% | -31.7% |
| 6M | -11.9% | +13.6% | -25.5% | -17.7% |
| YTD | +84.8% | +12.4% | +72.4% | +72.3% |
| 1Y | +79.4% | +21.2% | +58.2% | +61.2% |
| 3Y | +195.7% | +48.7% | +147.1% | +131.1% |
| 5Y | +117.2% | +61.9% | +55.3% | +59.8% |
| All | +1,173.1% | +330.8% | +842.4% | +444.1% |
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