+271.9%
MRVL vs QCOM
+30.0%
+241.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.1% | +6.9% | +7.0% |
| 7D | +3.2% | +3.3% | -0.1% | 0.0% |
| 30D | +5.9% | +7.7% | -1.8% | -0.9% |
| 3M | -29.3% | -30.1% | +0.7% | -2.3% |
| 6M | +186.5% | +22.8% | +163.6% | +123.3% |
| YTD | +163.4% | +0.2% | +163.3% | +145.8% |
| 1Y | +249.5% | +7.9% | +241.6% | +201.6% |
| 3Y | +289.4% | +55.8% | +233.5% | +125.4% |
| All | +271.9% | +30.0% | +241.9% | +202.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling