+210.3%
MRVL vs APLD
+264.5%
-54.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.4% | +2.8% | -1.6% |
| 7D | +23.1% | +19.6% | +3.5% | +19.3% |
| 30D | -38.8% | -24.5% | -14.3% | -35.4% |
| 3M | -24.2% | -45.6% | +21.4% | -15.6% |
| 6M | 0.0% | -61.4% | +61.4% | +16.7% |
| YTD | +93.8% | -30.9% | +124.7% | +104.8% |
| 1Y | +84.4% | -35.8% | +120.2% | +94.9% |
| All | +210.3% | +264.5% | -54.3% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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