+323.1%
MRVL vs ADSK
-3.2%
+326.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.7% | +3.9% |
| 7D | +5.6% | -2.5% | +8.1% | +6.2% |
| 30D | +8.8% | -14.9% | +23.6% | +12.6% |
| 3M | -15.9% | +3.3% | -19.2% | -19.3% |
| 6M | +161.3% | -15.7% | +176.9% | +168.7% |
| YTD | +178.2% | -28.2% | +206.5% | +217.7% |
| 1Y | +255.3% | -34.5% | +289.9% | +334.4% |
| 3Y | +323.1% | -2.9% | +326.0% | +274.7% |
| All | +323.1% | -3.2% | +326.3% | +274.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling