+2,650.1%
TSLA vs MRVL
+1,923.2%
+726.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.3% | +0.3% |
| 7D | -3.4% | +8.7% | -12.1% | -7.2% |
| 30D | +9.2% | +6.9% | +2.3% | +4.4% |
| 3M | -4.7% | -10.1% | +5.4% | -4.6% |
| 6M | -8.9% | +143.4% | -152.4% | -46.3% |
| YTD | -19.2% | +167.5% | -186.6% | -55.2% |
| 1Y | +4.5% | +239.0% | -234.4% | -49.1% |
| 3Y | +46.3% | +311.0% | -264.7% | -44.5% |
| 5Y | +48.1% | +278.0% | -229.8% | -46.7% |
| All | +2,650.1% | +1,923.2% | +726.9% | +418.7% |
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