+285.6%
MRVL vs CPNG
-49.8%
+335.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +1.0% | +2.8% |
| 7D | +5.6% | -1.1% | +6.7% | +6.1% |
| 30D | +8.8% | -7.4% | +16.1% | +11.8% |
| 3M | -15.9% | -12.3% | -3.5% | -12.2% |
| 6M | +161.3% | -19.4% | +180.7% | +178.7% |
| YTD | +178.2% | -35.9% | +214.1% | +221.7% |
| 1Y | +255.3% | -53.4% | +308.7% | +363.8% |
| 3Y | +323.1% | -20.0% | +343.1% | +334.2% |
| All | +285.6% | -49.8% | +335.3% | +303.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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