+1,204.0%
MRVL vs CAPR
-64.9%
+1,269.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +9.4% | 0.0% | +9.2% |
| 7D | -9.8% | +36.0% | -45.9% | -10.7% |
| 30D | -43.8% | +25.8% | -69.6% | -44.3% |
| 3M | -29.3% | +140.8% | -170.1% | -31.7% |
| 6M | -9.1% | -67.6% | +58.5% | -8.0% |
| YTD | +82.2% | -65.9% | +148.1% | +83.6% |
| 1Y | +70.3% | +66.1% | +4.2% | +53.4% |
| 3Y | +197.0% | +256.9% | -59.9% | +151.2% |
| 5Y | +115.8% | +172.1% | -56.3% | +81.2% |
| 10Y | +1,204.0% | -64.7% | +1,268.7% | +957.6% |
| All | +1,204.0% | -64.9% | +1,269.0% | +957.6% |
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