+82.7%
MRVL vs BROS
-18.6%
+101.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.9% | -8.0% | -7.2% |
| 7D | -36.5% | +2.5% | -39.0% | -36.7% |
| 30D | -41.1% | +15.1% | -56.1% | -42.2% |
| 3M | -26.9% | -31.4% | +4.5% | -23.2% |
| 6M | -2.3% | -22.6% | +20.3% | +0.6% |
| YTD | +88.4% | -28.1% | +116.5% | +91.4% |
| 1Y | +82.7% | -20.3% | +103.0% | +80.7% |
| All | +82.7% | -18.6% | +101.4% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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