+84.4%
MRVL vs CP
+33.3%
+51.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.6% |
| 7D | +23.1% | +0.9% | +22.2% | +23.0% |
| 30D | -38.8% | +10.3% | -49.2% | -39.5% |
| 3M | -24.2% | +2.3% | -26.5% | -23.7% |
| 6M | 0.0% | +10.7% | -10.7% | -2.7% |
| YTD | +93.8% | +29.3% | +64.5% | +76.4% |
| 1Y | +84.4% | +31.5% | +53.0% | +63.1% |
| All | +84.4% | +33.3% | +51.1% | +63.1% |
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