+177.9%
MRVL vs CAPR
+214.7%
-36.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.7% | +1.1% | +5.6% |
| 7D | -28.1% | +41.1% | -69.2% | -28.8% |
| 30D | -50.4% | +11.1% | -61.5% | -50.6% |
| 3M | -32.9% | +115.3% | -148.2% | -34.7% |
| 6M | -17.9% | -73.8% | +55.9% | -16.6% |
| YTD | +66.4% | -68.8% | +135.3% | +68.1% |
| 1Y | +51.5% | +43.3% | +8.2% | +39.3% |
| 3Y | +177.9% | +214.7% | -36.8% | +111.1% |
| All | +177.9% | +214.7% | -36.8% | +111.1% |
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