+1,815.4%
TSM vs MRVL
+1,916.5%
-101.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -2.5% |
| 7D | +4.8% | +13.8% | -9.0% | -0.4% |
| 30D | +4.0% | +12.7% | -8.6% | -1.6% |
| 3M | +2.0% | -11.9% | +13.9% | +4.4% |
| 6M | +25.5% | +153.8% | -128.3% | -19.9% |
| YTD | +44.0% | +177.0% | -133.0% | -12.5% |
| 1Y | +75.4% | +252.3% | -176.9% | -4.8% |
| 3Y | +406.7% | +325.5% | +81.2% | +129.5% |
| 5Y | +285.0% | +290.9% | -5.9% | +62.7% |
| 10Y | +1,815.4% | +1,954.1% | -138.7% | +289.8% |
| All | +1,815.4% | +1,916.5% | -101.1% | +289.8% |
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 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