+1,064.4%
MRVL vs IBM
+347.2%
+717.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.3% |
| 7D | -28.1% | -5.0% | -23.1% | -25.3% |
| 30D | -50.4% | +11.1% | -61.5% | -53.8% |
| 3M | -32.9% | +5.7% | -38.6% | -35.8% |
| 6M | -17.9% | +10.1% | -28.1% | -31.0% |
| YTD | +66.4% | -15.6% | +82.0% | +64.5% |
| 1Y | +51.5% | -19.5% | +71.1% | +55.2% |
| 3Y | +177.9% | +80.4% | +97.5% | +48.3% |
| 5Y | +100.0% | +140.0% | -40.0% | -14.5% |
| 10Y | +1,108.1% | +155.0% | +953.2% | +348.3% |
| All | +1,064.4% | +347.2% | +717.2% | +117.4% |
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