+126.7%
MRVL vs APLD
+230.9%
-104.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.7% | -4.0% | +4.4% |
| 7D | -28.1% | -12.7% | -15.4% | -26.6% |
| 30D | -50.4% | -34.7% | -15.7% | -47.3% |
| 3M | -32.9% | -46.1% | +13.2% | -27.1% |
| 6M | -17.9% | -64.9% | +46.9% | -6.3% |
| YTD | +66.4% | -36.6% | +103.0% | +75.3% |
| 1Y | +51.5% | -50.0% | +101.5% | +62.4% |
| 3Y | +177.9% | +190.1% | -12.2% | +127.2% |
| All | +126.7% | +230.9% | -104.1% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling