+96.9%
MRVL vs CPRT
-17.4%
+114.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.4% | +6.6% |
| 7D | -28.1% | +6.0% | -34.1% | -31.1% |
| 30D | -50.4% | +20.0% | -70.4% | -56.4% |
| 3M | -32.9% | +10.1% | -43.1% | -38.7% |
| 6M | -17.9% | -4.3% | -13.6% | -20.8% |
| YTD | +66.4% | -18.4% | +84.8% | +83.0% |
| 1Y | +51.5% | -20.1% | +71.6% | +69.1% |
| 3Y | +177.9% | -30.4% | +208.3% | +228.3% |
| All | +96.9% | -17.4% | +114.3% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling