+245.8%
MRVL vs CPNG
-76.1%
+321.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.4% |
| 7D | +11.0% | -6.8% | +17.8% | +13.7% |
| 30D | -36.1% | +5.5% | -41.6% | -37.8% |
| 3M | -29.4% | -6.8% | -22.7% | -28.4% |
| 6M | -11.9% | -4.8% | -7.0% | -11.7% |
| YTD | +84.8% | -35.6% | +120.4% | +109.1% |
| 1Y | +79.4% | -46.8% | +126.2% | +117.0% |
| 3Y | +195.7% | -0.8% | +196.5% | +181.7% |
| 5Y | +117.2% | -42.9% | +160.0% | +117.8% |
| All | +245.8% | -76.1% | +321.9% | +258.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling