+393.0%
MRVL vs CPNG
-75.9%
+468.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.4% | +8.5% | +7.6% |
| 7D | +3.2% | -7.4% | +10.6% | +6.0% |
| 30D | +5.9% | -4.4% | +10.4% | +7.5% |
| 3M | -29.3% | -7.5% | -21.8% | -27.7% |
| 6M | +186.5% | -19.9% | +206.4% | +204.6% |
| YTD | +163.4% | -35.2% | +198.6% | +200.1% |
| 1Y | +249.5% | -46.8% | +296.3% | +324.6% |
| 3Y | +289.4% | -20.2% | +309.5% | +301.0% |
| 5Y | +270.2% | -48.4% | +318.7% | +277.4% |
| All | +393.0% | -75.9% | +468.9% | +414.1% |
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 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