+3,125.8%
TSLA vs MRVL
+1,193.7%
+1,932.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.9% | +0.2% |
| 7D | +8.9% | +11.0% | -2.1% | +3.9% |
| 30D | +6.3% | -36.1% | +42.4% | +26.0% |
| 3M | +14.8% | -29.4% | +44.2% | +27.5% |
| 6M | -12.4% | -11.9% | -0.5% | -18.5% |
| YTD | -13.2% | +84.8% | -98.0% | -45.3% |
| 1Y | -2.9% | +79.4% | -82.3% | -38.5% |
| 3Y | +74.4% | +195.7% | -121.3% | -26.5% |
| 5Y | +13.3% | +117.2% | -103.9% | -48.7% |
| All | +3,125.8% | +1,193.7% | +1,932.1% | +586.6% |
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