+285.6%
MRVL vs BRO
+17.6%
+267.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.1% |
| 7D | +5.6% | -7.3% | +12.9% | +6.9% |
| 30D | +8.8% | -6.9% | +15.6% | +9.8% |
| 3M | -15.9% | +10.7% | -26.5% | -20.1% |
| 6M | +161.3% | -2.7% | +163.9% | +158.6% |
| YTD | +178.2% | -16.3% | +194.6% | +193.0% |
| 1Y | +255.3% | -29.1% | +284.4% | +305.7% |
| 3Y | +323.1% | -7.8% | +331.0% | +280.5% |
| All | +285.6% | +17.6% | +267.9% | +177.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling