+298.8%
MRVL vs TMUS
+41.6%
+257.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.5% | +10.5% | +6.2% |
| 7D | +3.2% | +0.1% | +3.1% | +3.3% |
| 30D | +5.9% | +5.3% | +0.7% | +7.4% |
| 3M | -29.3% | +3.1% | -32.5% | -28.1% |
| 6M | +186.5% | -16.5% | +202.9% | +189.1% |
| YTD | +163.4% | -9.2% | +172.6% | +166.1% |
| 1Y | +249.5% | -26.5% | +276.0% | +259.9% |
| All | +298.8% | +41.6% | +257.2% | +263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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