+51.2%
MSFT vs MRVL
+304.1%
-252.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.2% |
| 7D | -1.4% | +7.1% | -8.6% | -2.1% |
| 30D | -1.0% | +3.1% | -4.1% | -1.7% |
| 3M | +20.2% | -21.9% | +42.1% | +21.2% |
| 6M | +21.3% | +151.8% | -130.6% | +2.2% |
| YTD | +2.8% | +165.6% | -162.9% | -14.4% |
| 1Y | 0.0% | +242.3% | -242.3% | -21.1% |
| 3Y | +51.2% | +308.2% | -256.9% | +9.3% |
| All | +51.2% | +304.1% | -252.9% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRVL.
Daily Out/Under-Performance
Portfolio return minus MRVL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRVL 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 MRVL 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