+195.3%
MRVL vs APP
+458.9%
-263.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.9% | -4.1% | +3.1% |
| 7D | -28.1% | +71.2% | -99.3% | -40.4% |
| 30D | -50.4% | +39.1% | -89.5% | -56.2% |
| 3M | -32.9% | +16.5% | -49.5% | -38.0% |
| 6M | -17.9% | -16.6% | -1.4% | -18.6% |
| YTD | +66.4% | -41.9% | +108.4% | +77.4% |
| 1Y | +51.5% | -37.0% | +88.6% | +57.0% |
| 3Y | +177.9% | +892.4% | -714.6% | +5.0% |
| 5Y | +100.0% | +297.3% | -197.3% | -11.8% |
| All | +195.3% | +458.9% | -263.6% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APP.
Daily Out/Under-Performance
Portfolio return minus APP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APP 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 10y: compounded portfolio wealth divided by compounded APP 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…
10y analysis · Full analysis span regression · 6 months rolling