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  • MRVL vs IBM✓SelectedUSD · IBMMRVL vs IBM performance historyLatest closeAs of+4.26%09/09
Stock and ETF performance explorer

MRVL vs IBM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,954.1%
IBM return
+140.9%
Excess return
+1,813.3%
Maximum drawdown
-61.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioIBMExcessAlpha
1D+4.3%+3.4%+0.9%+2.7%
7D+13.8%+3.6%+10.3%+12.0%
30D+12.7%+1.5%+11.1%+11.8%
3M-11.9%-12.9%+1.0%-10.4%
6M+153.8%-3.9%+157.7%+140.6%
YTD+177.0%-17.3%+194.3%+182.6%
1Y+252.3%-5.0%+257.3%+228.1%
3Y+325.5%+78.2%+247.3%+163.0%
5Y+290.9%+120.6%+170.3%+111.3%
10Y+1,954.1%+144.5%+1,809.7%+893.0%
All+1,954.1%+140.9%+1,813.3%+893.0%

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