+118.8%
MRVL vs WMT
+176.1%
-57.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.5% | -6.2% | -4.9% |
| 7D | +11.0% | +2.0% | +9.0% | +10.7% |
| 30D | -36.1% | +10.3% | -46.4% | -37.4% |
| 3M | -29.4% | +11.0% | -40.4% | -31.2% |
| 6M | -11.9% | -2.3% | -9.5% | -10.6% |
| YTD | +84.8% | +15.7% | +69.1% | +73.8% |
| 1Y | +79.4% | +26.0% | +53.4% | +61.9% |
| 3Y | +195.7% | +136.5% | +59.2% | +93.3% |
| All | +118.8% | +176.1% | -57.3% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WMT.
Daily Out/Under-Performance
Portfolio return minus WMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMT 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 WMT 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