+323.5%
TSM vs MRVL
+192.0%
+131.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.1% |
| 7D | -2.1% | -10.2% | +8.2% | +1.5% |
| 30D | -12.5% | -43.9% | +31.4% | +5.6% |
| 3M | -5.0% | -26.0% | +21.0% | +3.1% |
| 6M | -3.2% | -9.2% | +6.0% | -6.6% |
| YTD | +31.5% | +82.0% | -50.5% | -4.4% |
| 1Y | +35.7% | +65.9% | -30.2% | +1.5% |
| 3Y | +323.5% | +185.0% | +138.5% | +130.1% |
| All | +323.5% | +192.0% | +131.5% | +130.1% |
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