+1,270.9%
MRVL vs CPRT
+373.4%
+897.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.4% | +9.7% | +9.6% |
| 7D | +5.6% | -1.4% | +7.0% | +6.5% |
| 30D | -36.5% | +21.5% | -58.0% | -44.6% |
| 3M | -20.5% | +9.4% | -29.9% | -27.1% |
| 6M | -1.1% | -3.3% | +2.2% | -6.0% |
| YTD | +99.0% | -17.8% | +116.8% | +110.4% |
| 1Y | +89.3% | -22.2% | +111.5% | +107.8% |
| 3Y | +211.6% | -34.0% | +245.6% | +279.3% |
| 5Y | +134.1% | -15.4% | +149.5% | +135.4% |
| All | +1,270.9% | +373.4% | +897.5% | +510.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling