-1.1%
MRVL vs IBM
+10.1%
-11.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.5% | +7.8% | +9.3% |
| 7D | +5.6% | -1.7% | +7.4% | +5.6% |
| 30D | -36.5% | +10.1% | -46.6% | -36.3% |
| 3M | -20.5% | +4.8% | -25.3% | -20.4% |
| 6M | -1.1% | +12.6% | -13.8% | -6.2% |
| All | -1.1% | +10.1% | -11.2% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling