+96.9%
MRVL vs CP
+24.4%
+72.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.8% |
| 7D | -28.1% | +2.8% | -30.9% | -29.7% |
| 30D | -50.4% | +10.2% | -60.6% | -53.9% |
| 3M | -32.9% | +2.4% | -35.3% | -34.6% |
| 6M | -17.9% | +7.7% | -25.6% | -23.8% |
| YTD | +66.4% | +26.0% | +40.4% | +35.7% |
| 1Y | +51.5% | +34.6% | +16.9% | +17.3% |
| 3Y | +177.9% | +26.7% | +151.2% | +117.2% |
| All | +96.9% | +24.4% | +72.6% | +53.3% |
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