+411.0%
TSM vs MRVL
+304.1%
+106.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.1% |
| 7D | +6.0% | +7.1% | -1.1% | +3.5% |
| 30D | +4.5% | +3.1% | +1.5% | +2.6% |
| 3M | +3.1% | -21.9% | +25.0% | +9.8% |
| 6M | +30.2% | +151.8% | -121.6% | -13.7% |
| YTD | +45.2% | +165.6% | -120.4% | -6.7% |
| 1Y | +79.6% | +242.3% | -162.7% | +2.6% |
| 3Y | +411.0% | +308.2% | +102.8% | +138.1% |
| All | +411.0% | +304.1% | +106.9% | +138.1% |
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