+1,743.1%
MRVL vs QCOM
+792.5%
+950.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.1% | +6.9% | +7.0% |
| 7D | +3.2% | +3.3% | -0.1% | +0.9% |
| 30D | +5.9% | +7.7% | -1.8% | +1.0% |
| 3M | -29.3% | -30.1% | +0.7% | -10.1% |
| 6M | +186.5% | +22.8% | +163.6% | +146.7% |
| YTD | +163.4% | +0.2% | +163.3% | +156.0% |
| 1Y | +249.5% | +7.9% | +241.6% | +224.3% |
| 3Y | +289.4% | +55.8% | +233.5% | +193.7% |
| 5Y | +270.2% | +30.1% | +240.2% | +224.7% |
| 10Y | +1,748.8% | +248.9% | +1,499.9% | +772.8% |
| All | +1,743.1% | +792.5% | +950.6% | +292.2% |
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 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