+66.1%
MRVL vs APD
+21.8%
+44.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.0% | +7.4% | +9.5% |
| 7D | -9.8% | -1.6% | -8.2% | -9.7% |
| 30D | -43.8% | +10.6% | -54.4% | -43.9% |
| 3M | -29.3% | +2.5% | -31.8% | -29.2% |
| 6M | -9.1% | +6.0% | -15.0% | -10.1% |
| YTD | +82.2% | +28.4% | +53.8% | +67.2% |
| All | +66.1% | +21.8% | +44.3% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling