+4,541.4%
TSM vs MRVL
+1,802.0%
+2,739.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRVL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.0% | -4.2% | +0.4% |
| 7D | +2.7% | +3.2% | -0.5% | +1.5% |
| 30D | +3.6% | +5.9% | -2.3% | +0.6% |
| 3M | -3.4% | -29.3% | +26.0% | +6.2% |
| 6M | +20.6% | +186.5% | -165.9% | -23.0% |
| YTD | +41.9% | +163.4% | -121.6% | -6.8% |
| 1Y | +84.4% | +249.5% | -165.1% | +8.2% |
| 3Y | +380.2% | +289.4% | +90.9% | +152.3% |
| 5Y | +275.3% | +270.2% | +5.1% | +86.4% |
| 10Y | +1,751.4% | +1,748.8% | +2.6% | +400.8% |
| All | +4,541.4% | +1,802.0% | +2,739.4% | +610.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling