+1,064.4%
MRVL vs CPRT
+4,564.9%
-3,500.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.4% | +6.5% |
| 7D | -28.1% | +6.0% | -34.1% | -30.6% |
| 30D | -50.4% | +20.0% | -70.4% | -55.2% |
| 3M | -32.9% | +10.1% | -43.1% | -37.5% |
| 6M | -17.9% | -4.3% | -13.6% | -20.9% |
| YTD | +66.4% | -18.4% | +84.8% | +72.4% |
| 1Y | +51.5% | -20.1% | +71.6% | +58.3% |
| 3Y | +177.9% | -30.4% | +208.3% | +209.6% |
| 5Y | +100.0% | -17.0% | +117.0% | +109.9% |
| 10Y | +1,108.1% | +403.2% | +704.9% | +480.1% |
| All | +1,064.4% | +4,564.9% | -3,500.6% | +122.9% |
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 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