+177.9%
MRVL vs WMB
+97.7%
+80.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.9% |
| 7D | -28.1% | -13.8% | -14.3% | -19.9% |
| 30D | -50.4% | -10.3% | -40.1% | -46.1% |
| 3M | -32.9% | -10.1% | -22.9% | -27.9% |
| 6M | -17.9% | -11.8% | -6.1% | -11.2% |
| YTD | +66.4% | +8.9% | +57.5% | +51.8% |
| 1Y | +51.5% | +14.0% | +37.6% | +33.1% |
| 3Y | +177.9% | +100.5% | +77.4% | +118.1% |
| All | +177.9% | +97.7% | +80.2% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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