+249.5%
MRVL vs ADSK
-31.6%
+281.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -8.3% | +15.3% | +3.5% |
| 7D | +3.2% | -16.4% | +19.6% | -3.9% |
| 30D | +5.9% | -9.2% | +15.2% | +2.7% |
| 3M | -29.3% | -6.7% | -22.6% | -26.9% |
| 6M | +186.5% | -15.5% | +202.0% | +197.5% |
| YTD | +163.4% | -26.4% | +189.8% | +185.5% |
| 1Y | +249.5% | -31.9% | +281.4% | +291.2% |
| All | +249.5% | -31.6% | +281.1% | +291.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 1y: compounded portfolio wealth divided by compounded ADSK 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…
1y analysis · Full analysis span regression · 6 months rolling