+280.4%
MRVL vs CP
+34.0%
+246.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.2% |
| 7D | +7.1% | +2.4% | +4.7% | +5.4% |
| 30D | +3.1% | -0.5% | +3.6% | +3.4% |
| 3M | -21.9% | +1.4% | -23.4% | -23.6% |
| 6M | +151.8% | +10.3% | +141.5% | +132.0% |
| YTD | +165.6% | +24.3% | +141.3% | +121.3% |
| 1Y | +242.3% | +20.4% | +221.8% | +191.3% |
| 3Y | +308.2% | +21.8% | +286.4% | +233.8% |
| 5Y | +280.4% | +31.5% | +248.9% | +194.7% |
| All | +280.4% | +34.0% | +246.4% | +194.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling