+308.2%
MRVL vs CSCO
+108.2%
+200.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | +7.1% | -0.5% | +7.7% | +7.7% |
| 30D | +3.1% | -10.1% | +13.2% | +13.3% |
| 3M | -21.9% | -11.7% | -10.2% | -11.7% |
| 6M | +151.8% | +40.1% | +111.7% | +88.1% |
| YTD | +165.6% | +43.8% | +121.8% | +88.3% |
| 1Y | +242.3% | +66.6% | +175.6% | +104.2% |
| 3Y | +308.2% | +108.5% | +199.7% | +105.8% |
| All | +308.2% | +108.2% | +200.0% | +105.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling