+1,641.8%
TSM vs MRVL
+1,348.9%
+292.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.3% | -5.1% | +0.6% |
| 7D | +4.4% | +5.6% | -1.2% | +2.0% |
| 30D | -7.0% | -36.5% | +29.5% | +9.3% |
| 3M | -1.8% | -20.5% | +18.7% | +4.4% |
| 6M | +2.7% | -1.1% | +3.8% | -5.0% |
| YTD | +37.1% | +99.0% | -61.9% | -6.9% |
| 1Y | +43.5% | +89.3% | -45.8% | -1.3% |
| 3Y | +341.5% | +211.6% | +129.9% | +121.9% |
| 5Y | +278.9% | +134.1% | +144.8% | +94.9% |
| 10Y | +1,641.8% | +1,293.1% | +348.7% | +331.6% |
| All | +1,641.8% | +1,348.9% | +292.9% | +331.6% |
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