+195.7%
MRVL vs CPRT
-34.3%
+230.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.1% | -4.7% |
| 7D | +11.0% | -0.4% | +11.4% | +11.0% |
| 30D | -36.1% | +21.2% | -57.3% | -37.3% |
| 3M | -29.4% | +8.3% | -37.7% | -29.6% |
| 6M | -11.9% | -3.4% | -8.5% | -9.9% |
| YTD | +84.8% | -18.7% | +103.5% | +105.6% |
| 1Y | +79.4% | -23.5% | +102.9% | +106.9% |
| 3Y | +195.7% | -34.2% | +229.9% | +265.2% |
| All | +195.7% | -34.3% | +230.1% | +265.2% |
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