+261.1%
MRVL vs ALAB
+471.8%
-210.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.2% | +2.7% |
| 7D | +13.8% | +9.6% | +4.2% | +9.7% |
| 30D | +12.7% | -5.3% | +17.9% | +14.7% |
| 3M | -11.9% | -12.0% | +0.1% | -7.2% |
| 6M | +153.8% | +145.7% | +8.1% | +92.8% |
| YTD | +177.0% | +80.7% | +96.3% | +124.8% |
| 1Y | +252.3% | +40.1% | +212.2% | +199.0% |
| All | +261.1% | +471.8% | -210.7% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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