+210.3%
MRVL vs QCOM
+52.2%
+158.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.8% |
| 7D | +23.1% | +13.0% | +10.1% | +12.2% |
| 30D | -38.8% | +0.2% | -39.0% | -38.4% |
| 3M | -24.2% | +9.2% | -33.4% | -29.5% |
| 6M | 0.0% | -15.0% | +15.0% | +13.6% |
| YTD | +93.8% | +5.2% | +88.7% | +78.6% |
| 1Y | +84.4% | +2.4% | +82.0% | +74.8% |
| All | +210.3% | +52.2% | +158.0% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling