+1,235.6%
MRVL vs CSCO
+334.9%
+900.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -3.7% |
| 7D | +23.1% | +6.6% | +16.6% | +16.4% |
| 30D | -38.8% | -11.3% | -27.5% | -30.6% |
| 3M | -24.2% | -17.3% | -6.9% | -9.3% |
| 6M | 0.0% | +3.5% | -3.5% | +0.2% |
| YTD | +93.8% | +34.9% | +59.0% | +51.8% |
| 1Y | +84.4% | +40.5% | +43.9% | +39.2% |
| 3Y | +203.6% | +109.3% | +94.4% | +64.4% |
| 5Y | +127.8% | +105.9% | +22.0% | +26.5% |
| All | +1,235.6% | +334.9% | +900.7% | +353.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 10y: compounded portfolio wealth divided by compounded CSCO 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…
10y analysis · Full analysis span regression · 6 months rolling