+240.8%
ORCL vs MRVL
+1,120.8%
-880.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | -0.6% |
| 7D | -11.2% | -28.1% | +17.0% | -3.8% |
| 30D | -18.8% | -50.4% | +31.6% | -4.0% |
| 3M | -18.8% | -32.9% | +14.1% | -11.2% |
| 6M | -39.7% | -17.9% | -21.8% | -39.3% |
| YTD | -39.6% | +66.4% | -106.1% | -49.6% |
| 1Y | -51.7% | +51.5% | -103.3% | -58.9% |
| 3Y | +10.2% | +177.9% | -167.6% | -22.3% |
| 5Y | +30.8% | +100.0% | -69.2% | -6.9% |
| All | +240.8% | +1,120.8% | -880.1% | +54.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling