+345.6%
AVGO vs MRVL
+304.1%
+41.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.1% | +2.6% |
| 7D | -0.3% | +7.1% | -7.4% | -3.4% |
| 30D | -13.8% | +3.1% | -16.9% | -16.4% |
| 3M | -6.9% | -21.9% | +15.0% | -0.3% |
| 6M | +11.9% | +151.8% | -139.9% | -36.8% |
| YTD | +6.9% | +165.6% | -158.8% | -42.1% |
| 1Y | +7.4% | +242.3% | -234.8% | -50.3% |
| 3Y | +345.6% | +308.2% | +37.4% | +68.3% |
| All | +345.6% | +304.1% | +41.5% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling