+1,173.1%
MRVL vs IBM
+142.6%
+1,030.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.0% | -5.7% | -5.1% |
| 7D | +11.0% | +1.6% | +9.5% | +10.3% |
| 30D | -36.1% | +9.2% | -45.3% | -38.5% |
| 3M | -29.4% | +4.9% | -34.4% | -31.2% |
| 6M | -11.9% | +16.8% | -28.6% | -24.3% |
| YTD | +84.8% | -14.3% | +99.1% | +85.1% |
| 1Y | +79.4% | -16.7% | +96.1% | +83.0% |
| 3Y | +195.7% | +82.2% | +113.5% | +80.7% |
| 5Y | +117.2% | +149.9% | -32.8% | +9.8% |
| All | +1,173.1% | +142.6% | +1,030.5% | +490.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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