+1,174.9%
MRVL vs CPRT
+4,637.9%
-3,463.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.6% | +7.9% | +8.8% |
| 7D | -9.8% | +1.6% | -11.4% | -10.7% |
| 30D | -43.8% | +18.8% | -62.6% | -48.9% |
| 3M | -29.3% | +9.4% | -38.7% | -33.9% |
| 6M | -9.1% | -4.4% | -4.7% | -12.2% |
| YTD | +82.2% | -17.1% | +99.3% | +87.5% |
| 1Y | +70.3% | -19.9% | +90.2% | +78.0% |
| 3Y | +197.0% | -30.5% | +227.5% | +231.6% |
| 5Y | +115.8% | -15.9% | +131.7% | +125.2% |
| 10Y | +1,204.0% | +386.7% | +817.4% | +534.8% |
| All | +1,174.9% | +4,637.9% | -3,463.1% | +142.5% |
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