+2,770.9%
AVGO vs MRVL
+2,004.7%
+766.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -1.5% |
| 7D | +1.1% | +5.6% | -4.5% | -1.5% |
| 30D | -13.0% | +8.8% | -21.8% | -17.9% |
| 3M | -6.0% | -15.9% | +9.9% | -2.4% |
| 6M | +6.4% | +161.3% | -154.9% | -40.7% |
| YTD | +5.0% | +178.2% | -173.3% | -44.2% |
| 1Y | +1.4% | +255.3% | -253.9% | -53.1% |
| 3Y | +336.8% | +323.1% | +13.7% | +71.7% |
| 5Y | +698.2% | +293.2% | +405.0% | +189.3% |
| All | +2,770.9% | +2,004.7% | +766.3% | +327.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRVL.
Daily Out/Under-Performance
Portfolio return minus MRVL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRVL 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 MRVL 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