+1,173.1%
MRVL vs GLW
+526.2%
+646.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.3% | -0.4% | -1.5% |
| 7D | +11.0% | +7.7% | +3.3% | +5.3% |
| 30D | -36.1% | -18.8% | -17.3% | -24.6% |
| 3M | -29.4% | -27.7% | -1.7% | -10.5% |
| 6M | -11.9% | -44.4% | +32.6% | +34.0% |
| YTD | +84.8% | +31.3% | +53.5% | +39.8% |
| 1Y | +79.4% | +40.0% | +39.4% | +28.7% |
| 3Y | +195.7% | +339.2% | -143.5% | -9.3% |
| 5Y | +117.2% | +229.2% | -112.0% | -16.6% |
| All | +1,173.1% | +526.2% | +646.9% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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