+1,174.9%
MRVL vs QCOM
+806.9%
+368.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.7% | +5.8% | +7.2% |
| 7D | -9.8% | +5.8% | -15.6% | -12.6% |
| 30D | -43.8% | -2.3% | -41.5% | -42.6% |
| 3M | -29.3% | +2.7% | -32.0% | -30.4% |
| 6M | -9.1% | -21.0% | +11.9% | +5.5% |
| YTD | +82.2% | +1.8% | +80.4% | +75.6% |
| 1Y | +70.3% | +2.4% | +67.9% | +64.0% |
| 3Y | +197.0% | +52.1% | +144.9% | +128.3% |
| 5Y | +115.8% | +14.6% | +101.1% | +104.3% |
| 10Y | +1,204.0% | +230.9% | +973.2% | +536.2% |
| All | +1,174.9% | +806.9% | +368.0% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling