+1,832.5%
MRVL vs QCOM
+267.6%
+1,564.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.3% | -1.5% |
| 7D | +7.1% | +5.1% | +2.1% | +3.2% |
| 30D | +3.1% | +4.3% | -1.2% | -0.3% |
| 3M | -21.9% | -19.6% | -2.3% | -7.4% |
| 6M | +151.8% | +29.5% | +122.4% | +100.4% |
| YTD | +165.6% | +3.4% | +162.3% | +148.4% |
| 1Y | +242.3% | +10.9% | +231.4% | +202.5% |
| 3Y | +308.2% | +74.8% | +233.4% | +161.2% |
| 5Y | +280.4% | +36.2% | +244.2% | +202.2% |
| 10Y | +1,832.5% | +263.7% | +1,568.8% | +803.2% |
| All | +1,832.5% | +267.6% | +1,564.9% | +803.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QCOM.
Daily Out/Under-Performance
Portfolio return minus QCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QCOM 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 QCOM 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