+1,077.1%
MRVL vs QCOM
+219.9%
+857.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.5% | +0.2% | +1.6% |
| 7D | -28.1% | +0.4% | -28.5% | -28.0% |
| 30D | -50.4% | -6.6% | -43.8% | -47.5% |
| 3M | -32.9% | +3.7% | -36.6% | -35.0% |
| 6M | -17.9% | -13.3% | -4.6% | -10.0% |
| YTD | +66.4% | -1.8% | +68.2% | +61.2% |
| 1Y | +51.5% | -2.5% | +54.1% | +48.1% |
| 3Y | +177.9% | +47.0% | +130.9% | +101.0% |
| 5Y | +100.0% | +13.1% | +86.9% | +78.6% |
| All | +1,077.1% | +219.9% | +857.2% | +492.7% |
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