+82.7%
MRVL vs CP
+35.2%
+47.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +3.5% | -10.6% | -7.1% |
| 7D | -36.5% | +5.6% | -42.1% | -36.5% |
| 30D | -41.1% | +10.0% | -51.1% | -41.5% |
| 3M | -26.9% | +4.4% | -31.3% | -26.6% |
| 6M | -2.3% | +14.1% | -16.4% | -5.4% |
| YTD | +88.4% | +29.1% | +59.3% | +75.0% |
| 1Y | +82.7% | +34.6% | +48.2% | +64.8% |
| All | +82.7% | +35.2% | +47.5% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling