+1,064.4%
MRVL vs AMAT
+941.7%
+122.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.5% | +2.7% |
| 7D | -28.1% | -14.7% | -13.4% | -18.7% |
| 30D | -50.4% | -36.1% | -14.3% | -31.2% |
| 3M | -32.9% | -36.9% | +3.9% | -6.6% |
| 6M | -17.9% | -22.2% | +4.3% | +1.0% |
| YTD | +66.4% | +29.9% | +36.5% | +39.4% |
| 1Y | +51.5% | +43.3% | +8.3% | +18.7% |
| 3Y | +177.9% | +142.7% | +35.2% | +50.7% |
| 5Y | +100.0% | +126.2% | -26.2% | +18.4% |
| 10Y | +1,108.1% | +1,211.7% | -103.6% | +99.0% |
| All | +1,064.4% | +941.7% | +122.7% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMAT.
Daily Out/Under-Performance
Portfolio return minus AMAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMAT 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 all: compounded portfolio wealth divided by compounded AMAT 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…
all analysis · Full analysis span regression · 6 months rolling