+308.2%
MRVL vs IBM
+72.8%
+235.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | +7.1% | +0.3% | +6.8% | +7.1% |
| 30D | +3.1% | -1.5% | +4.5% | +3.4% |
| 3M | -21.9% | -16.8% | -5.2% | -19.8% |
| 6M | +151.8% | -9.0% | +160.9% | +149.3% |
| YTD | +165.6% | -20.1% | +185.7% | +178.2% |
| 1Y | +242.3% | -7.0% | +249.3% | +226.4% |
| 3Y | +308.2% | +72.4% | +235.8% | +196.5% |
| All | +308.2% | +72.8% | +235.4% | +196.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling