+82.7%
MRVL vs BRO
-3.6%
+86.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +4.5% | -11.5% | -2.2% |
| 7D | -36.5% | +12.4% | -48.9% | -26.8% |
| 30D | -41.1% | +21.6% | -62.7% | -25.6% |
| 3M | -26.9% | +4.3% | -31.2% | -20.3% |
| 6M | -2.3% | +29.2% | -31.5% | +33.4% |
| YTD | +88.4% | -6.4% | +94.7% | +119.9% |
| 1Y | +82.7% | -5.3% | +88.1% | +119.7% |
| All | +82.7% | -3.6% | +86.3% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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