+462.5%
MRVL vs ABNB
+16.6%
+445.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.5% | +3.3% |
| 7D | +5.6% | -6.5% | +12.1% | +8.9% |
| 30D | +8.8% | -5.5% | +14.3% | +11.1% |
| 3M | -15.9% | +30.0% | -45.9% | -28.4% |
| 6M | +161.3% | +27.6% | +133.7% | +123.8% |
| YTD | +178.2% | +25.4% | +152.8% | +138.9% |
| 1Y | +255.3% | +38.3% | +217.0% | +188.8% |
| 3Y | +323.1% | +15.5% | +307.6% | +271.1% |
| 5Y | +293.2% | +3.0% | +290.2% | +236.1% |
| All | +462.5% | +16.6% | +445.9% | +377.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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