+1,338.3%
MRVL vs CAPR
-99.1%
+1,437.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 3M | -29.3% | -66.4% | +37.0% | -28.6% |
| 6M | +186.5% | -63.1% | +249.6% | +188.4% |
| YTD | +163.4% | -67.4% | +230.9% | +165.7% |
| 1Y | +249.5% | +58.2% | +191.2% | +225.7% |
| 3Y | +289.4% | +42.2% | +247.1% | +255.5% |
| 5Y | +270.2% | +87.3% | +183.0% | +233.6% |
| 10Y | +1,748.8% | -75.3% | +1,824.1% | +1,506.2% |
| All | +1,338.3% | -99.1% | +1,437.4% | +1,113.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling