+1,304.4%
MRVL vs APTV
+138.4%
+1,166.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -1.8% |
| 7D | +23.1% | -5.0% | +28.1% | +26.1% |
| 30D | -38.8% | -12.3% | -26.5% | -34.8% |
| 3M | -24.2% | -19.9% | -4.3% | -16.0% |
| 6M | 0.0% | -29.4% | +29.4% | +17.0% |
| YTD | +93.8% | -49.0% | +142.8% | +161.6% |
| 1Y | +84.4% | -53.1% | +137.5% | +159.3% |
| 3Y | +203.6% | -48.9% | +252.5% | +291.5% |
| 5Y | +127.8% | -77.2% | +205.1% | +328.2% |
| 10Y | +1,257.2% | -26.8% | +1,284.0% | +1,331.9% |
| All | +1,304.4% | +138.4% | +1,166.0% | +726.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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