+82.7%
MRVL vs ADSK
-10.6%
+93.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +7.0% | -14.1% | -3.4% |
| 7D | -36.5% | +11.4% | -47.9% | -32.3% |
| 30D | -41.1% | +21.9% | -63.0% | -34.4% |
| 3M | -26.9% | +13.9% | -40.7% | -19.7% |
| 6M | -2.3% | +9.1% | -11.4% | +13.2% |
| YTD | +88.4% | -8.8% | +97.1% | +131.6% |
| 1Y | +82.7% | -10.2% | +93.0% | +129.8% |
| All | +82.7% | -10.6% | +93.4% | +129.8% |
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