+271.9%
MRVL vs BABA
-30.9%
+302.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.3% | +5.8% | +6.7% |
| 7D | +3.2% | -4.8% | +8.0% | +4.8% |
| 30D | +5.9% | -11.9% | +17.8% | +9.9% |
| 3M | -29.3% | -9.3% | -20.1% | -27.5% |
| 6M | +186.5% | -14.2% | +200.7% | +198.9% |
| YTD | +163.4% | -22.0% | +185.5% | +182.0% |
| 1Y | +249.5% | -12.7% | +262.2% | +262.2% |
| 3Y | +289.4% | +26.7% | +262.7% | +246.2% |
| All | +271.9% | -30.9% | +302.8% | +232.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 5y: compounded portfolio wealth divided by compounded BABA 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…
5y analysis · Full analysis span regression · 6 months rolling