+1,270.9%
MRVL vs CAPR
-59.6%
+1,330.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +26.5% | -17.2% | +8.5% |
| 7D | +5.6% | +25.8% | -20.2% | +4.9% |
| 30D | -36.5% | +50.2% | -86.7% | -37.4% |
| 3M | -20.5% | +185.5% | -206.0% | -23.6% |
| 6M | -1.1% | -64.8% | +63.7% | -0.3% |
| YTD | +99.0% | -61.1% | +160.1% | +99.6% |
| 1Y | +89.3% | +81.0% | +8.3% | +70.1% |
| 3Y | +211.6% | +300.7% | -89.1% | +162.5% |
| 5Y | +134.0% | +223.3% | -89.3% | +95.5% |
| All | +1,270.9% | -59.6% | +1,330.6% | +1,035.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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