+280.4%
MRVL vs CPB
-38.5%
+318.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +1.5% |
| 7D | +7.1% | -8.2% | +15.4% | +4.1% |
| 30D | +3.1% | -5.6% | +8.7% | +1.1% |
| 3M | -21.9% | +3.0% | -24.9% | -20.1% |
| 6M | +151.8% | -12.7% | +164.6% | +146.6% |
| YTD | +165.6% | -18.0% | +183.6% | +155.2% |
| 1Y | +242.3% | -31.7% | +274.0% | +211.3% |
| 3Y | +308.2% | -41.0% | +349.1% | +256.3% |
| 5Y | +280.4% | -38.4% | +318.8% | +238.1% |
| All | +280.4% | -38.5% | +318.9% | +238.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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