+1,743.1%
MRVL vs IBM
+328.8%
+1,414.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.1% | +7.0% | +7.0% |
| 7D | +3.2% | -0.3% | +3.5% | +3.4% |
| 30D | +5.9% | +0.3% | +5.7% | +5.5% |
| 3M | -29.3% | -21.6% | -7.7% | -22.0% |
| 6M | +186.5% | -4.7% | +191.2% | +164.8% |
| YTD | +163.4% | -19.1% | +182.5% | +169.0% |
| 1Y | +249.5% | -2.5% | +252.0% | +207.6% |
| 3Y | +289.4% | +74.2% | +215.2% | +112.9% |
| 5Y | +270.2% | +113.1% | +157.1% | +71.7% |
| 10Y | +1,748.8% | +133.5% | +1,615.3% | +635.1% |
| All | +1,743.1% | +328.8% | +1,414.3% | +255.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling