+1,743.1%
MRVL vs CPRT
+4,823.4%
-3,080.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.4% | +6.6% | +6.9% |
| 7D | +3.2% | +2.2% | +1.0% | +2.1% |
| 30D | +5.9% | +16.6% | -10.7% | -1.5% |
| 3M | -29.3% | +9.6% | -38.9% | -33.9% |
| 6M | +186.5% | -11.1% | +197.6% | +193.4% |
| YTD | +163.4% | -13.9% | +177.3% | +172.7% |
| 1Y | +249.5% | -32.5% | +282.0% | +305.9% |
| 3Y | +289.4% | -25.0% | +314.4% | +329.6% |
| 5Y | +270.2% | -7.4% | +277.6% | +278.3% |
| 10Y | +1,748.8% | +422.0% | +1,326.8% | +792.6% |
| All | +1,743.1% | +4,823.4% | -3,080.3% | +252.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling