+280.4%
MRVL vs GLW
+376.7%
-96.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.6% | -6.7% | -5.0% |
| 7D | +7.1% | +14.0% | -6.9% | -3.4% |
| 30D | +3.1% | +0.4% | +2.7% | +1.9% |
| 3M | -21.9% | -11.3% | -10.6% | -17.1% |
| 6M | +151.8% | +35.1% | +116.8% | +91.5% |
| YTD | +165.6% | +90.5% | +75.1% | +37.4% |
| 1Y | +242.3% | +132.0% | +110.2% | +43.6% |
| 3Y | +308.2% | +463.3% | -155.2% | -27.3% |
| 5Y | +280.4% | +382.5% | -102.1% | -20.5% |
| All | +280.4% | +376.7% | -96.4% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling