+1,064.4%
MRVL vs APA
+158.5%
+905.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +5.0% |
| 7D | -28.1% | -15.5% | -12.6% | -24.6% |
| 30D | -50.4% | +2.4% | -52.8% | -50.7% |
| 3M | -32.9% | +22.8% | -55.7% | -36.8% |
| 6M | -17.9% | +17.9% | -35.9% | -22.7% |
| YTD | +66.4% | +87.7% | -21.2% | +35.7% |
| 1Y | +51.5% | +94.2% | -42.6% | +22.3% |
| 3Y | +177.9% | +27.2% | +150.7% | +141.7% |
| 5Y | +100.0% | +74.1% | +25.9% | +54.0% |
| 10Y | +1,108.1% | +2.6% | +1,105.5% | +715.2% |
| All | +1,064.4% | +158.5% | +905.8% | +506.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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