+1,224.2%
MRVL vs CP
+255.2%
+969.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | -10.2% | +2.8% | -13.0% | -11.9% |
| 30D | -43.9% | +11.0% | -55.0% | -48.0% |
| 3M | -26.0% | +3.8% | -29.8% | -28.4% |
| 6M | -9.2% | +9.5% | -18.7% | -16.3% |
| YTD | +82.0% | +28.2% | +53.8% | +49.2% |
| 1Y | +65.9% | +33.0% | +32.9% | +32.8% |
| 3Y | +185.0% | +35.5% | +149.5% | +120.5% |
| 5Y | +121.5% | +25.8% | +95.7% | +80.6% |
| 10Y | +1,224.2% | +250.7% | +973.4% | +481.7% |
| All | +1,224.2% | +255.2% | +969.0% | +481.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling