+289.8%
MRVL vs CAPR
+40.5%
+249.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.3% | +5.8% | +7.0% |
| 7D | +3.2% | -2.0% | +5.2% | +3.2% |
| 30D | +5.9% | +139.2% | -133.2% | +3.1% |
| 3M | -29.3% | -66.4% | +37.0% | -28.4% |
| 6M | +186.5% | -63.1% | +249.6% | +189.2% |
| YTD | +163.4% | -67.4% | +230.9% | +166.5% |
| 1Y | +249.5% | +58.2% | +191.2% | +220.0% |
| All | +289.8% | +40.5% | +249.3% | +230.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling