+308.2%
MRVL vs BROS
+64.7%
+243.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.2% |
| 7D | +7.1% | -0.9% | +8.1% | +7.3% |
| 30D | +3.1% | -13.5% | +16.5% | +7.0% |
| 3M | -21.9% | -18.4% | -3.5% | -18.9% |
| 6M | +151.8% | -10.6% | +162.4% | +153.0% |
| YTD | +165.6% | -25.1% | +190.7% | +178.7% |
| 1Y | +242.3% | -28.6% | +270.9% | +261.6% |
| 3Y | +308.2% | +65.6% | +242.6% | +247.3% |
| All | +308.2% | +64.7% | +243.5% | +247.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling