+177.9%
MRVL vs CPRT
-30.7%
+208.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.4% | +5.8% |
| 7D | -28.1% | +6.0% | -34.1% | -28.3% |
| 30D | -50.4% | +20.0% | -70.4% | -51.3% |
| 3M | -32.9% | +10.1% | -43.1% | -33.3% |
| 6M | -17.9% | -4.3% | -13.6% | -15.7% |
| YTD | +66.4% | -18.4% | +84.8% | +85.2% |
| 1Y | +51.5% | -20.1% | +71.6% | +70.1% |
| 3Y | +177.9% | -30.4% | +208.3% | +222.9% |
| All | +177.9% | -30.7% | +208.6% | +222.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling