+1,870.2%
MRVL vs CAPR
-76.2%
+1,946.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +0.9% |
| 7D | +7.1% | -9.5% | +16.6% | +7.5% |
| 30D | +3.1% | +121.5% | -118.5% | +0.1% |
| 3M | -21.9% | -65.4% | +43.4% | -21.0% |
| 6M | +151.8% | -67.5% | +219.4% | +155.2% |
| YTD | +165.6% | -68.6% | +234.2% | +169.1% |
| 1Y | +242.3% | +42.7% | +199.6% | +210.5% |
| 3Y | +308.2% | +43.4% | +264.8% | +255.4% |
| 5Y | +280.4% | +86.0% | +194.3% | +223.6% |
| All | +1,870.2% | -76.2% | +1,946.4% | +1,513.6% |
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