+1,925.8%
MRVL vs WTW
+198.0%
+1,727.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +4.0% | +4.0% |
| 7D | +5.6% | -5.7% | +11.3% | +7.9% |
| 30D | +8.8% | -7.3% | +16.0% | +11.6% |
| 3M | -15.9% | +21.5% | -37.3% | -23.6% |
| 6M | +161.3% | +9.6% | +151.6% | +143.9% |
| YTD | +178.2% | -3.3% | +181.5% | +173.1% |
| 1Y | +255.3% | -6.1% | +261.5% | +252.1% |
| 3Y | +323.1% | +61.8% | +261.3% | +193.8% |
| 5Y | +293.2% | +42.7% | +250.5% | +195.5% |
| All | +1,925.8% | +198.0% | +1,727.8% | +992.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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