+1,064.4%
MRVL vs CP
+5,012.8%
-3,948.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.7% |
| 7D | -28.1% | +2.8% | -30.9% | -29.5% |
| 30D | -50.4% | +10.2% | -60.6% | -53.5% |
| 3M | -32.9% | +2.4% | -35.3% | -34.4% |
| 6M | -17.9% | +7.7% | -25.6% | -22.9% |
| YTD | +66.4% | +26.0% | +40.4% | +41.3% |
| 1Y | +51.5% | +34.6% | +16.9% | +23.7% |
| 3Y | +177.9% | +26.7% | +151.2% | +132.4% |
| 5Y | +100.0% | +24.9% | +75.1% | +69.9% |
| 10Y | +1,108.1% | +258.6% | +849.5% | +443.6% |
| All | +1,064.4% | +5,012.8% | -3,948.5% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling