+323.1%
MRVL vs BRO
-7.6%
+330.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +5.6% | -7.3% | +12.9% | +3.0% |
| 30D | +8.8% | -6.9% | +15.6% | +6.4% |
| 3M | -15.9% | +10.7% | -26.5% | -13.8% |
| 6M | +161.3% | -2.7% | +163.9% | +170.2% |
| YTD | +178.2% | -16.3% | +194.6% | +191.1% |
| 1Y | +255.3% | -29.1% | +284.4% | +283.9% |
| 3Y | +323.1% | -7.8% | +331.0% | +329.2% |
| All | +323.1% | -7.6% | +330.7% | +329.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling