+264.6%
MRVL vs BROS
+43.3%
+221.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.7% | +6.3% | +6.9% |
| 7D | +3.2% | -6.7% | +9.9% | +5.0% |
| 30D | +5.9% | -29.1% | +35.0% | +15.0% |
| 3M | -29.3% | -16.7% | -12.6% | -26.9% |
| 6M | +186.5% | -11.6% | +198.1% | +188.6% |
| YTD | +163.4% | -23.9% | +187.4% | +175.3% |
| 1Y | +249.5% | -34.8% | +284.3% | +277.7% |
| 3Y | +289.4% | +62.1% | +227.3% | +220.3% |
| All | +264.6% | +43.3% | +221.3% | +226.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling