+118.8%
MRVL vs BROS
-43.5%
+162.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.5% | -11.2% | -6.6% |
| 7D | +11.0% | +6.3% | +4.7% | +8.9% |
| 30D | -36.1% | -8.3% | -27.7% | -34.5% |
| 3M | -29.4% | -29.8% | +0.4% | -22.1% |
| 6M | -11.9% | -25.8% | +14.0% | -6.2% |
| YTD | +84.8% | -41.4% | +126.1% | +108.8% |
| 1Y | +79.4% | -35.2% | +114.6% | +95.6% |
| 3Y | +195.7% | +32.8% | +163.0% | +143.1% |
| All | +118.8% | -43.5% | +162.3% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling