+34.4%
TSLA vs MRVL
+317.5%
-283.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -1.5% |
| 7D | +3.0% | +13.8% | -10.8% | -1.5% |
| 30D | +11.2% | +12.7% | -1.5% | +5.6% |
| 3M | -7.3% | -11.9% | +4.6% | -6.1% |
| 6M | -7.7% | +153.8% | -161.6% | -40.0% |
| YTD | -18.2% | +177.0% | -195.2% | -49.3% |
| 1Y | +6.0% | +252.3% | -246.3% | -41.1% |
| All | +34.4% | +317.5% | -283.0% | -42.8% |
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