+164.0%
MRVL vs APLD
+260.6%
-96.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.4% | +2.8% | -1.8% |
| 7D | +23.1% | +19.6% | +3.5% | +20.3% |
| 30D | -38.8% | -24.5% | -14.3% | -36.2% |
| 3M | -24.2% | -45.6% | +21.4% | -17.7% |
| 6M | 0.0% | -61.4% | +61.4% | +12.9% |
| YTD | +93.8% | -30.9% | +124.7% | +101.9% |
| 1Y | +84.4% | -35.8% | +120.2% | +92.3% |
| 3Y | +203.6% | +261.4% | -57.8% | +142.9% |
| All | +164.0% | +260.6% | -96.6% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling