+1,224.2%
MRVL vs IBM
+145.5%
+1,078.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.2% |
| 7D | -10.2% | -1.5% | -8.7% | -9.4% |
| 30D | -43.9% | +8.4% | -52.3% | -45.9% |
| 3M | -26.0% | +4.2% | -30.2% | -27.6% |
| 6M | -9.2% | +7.9% | -17.1% | -18.6% |
| YTD | +82.0% | -15.2% | +97.2% | +83.2% |
| 1Y | +65.9% | -18.7% | +84.6% | +71.4% |
| 3Y | +185.0% | +79.2% | +105.8% | +75.7% |
| 5Y | +121.5% | +144.7% | -23.3% | +13.2% |
| 10Y | +1,224.2% | +141.6% | +1,082.6% | +531.8% |
| All | +1,224.2% | +145.5% | +1,078.7% | +531.8% |
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