+1,847.4%
MRVL vs KMX
+10.2%
+1,837.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.6% |
| 7D | +8.7% | -3.4% | +12.1% | +10.1% |
| 30D | +6.9% | +4.0% | +2.9% | +5.3% |
| 3M | -10.1% | +24.8% | -34.9% | -18.4% |
| 6M | +143.4% | +43.6% | +99.8% | +105.7% |
| YTD | +167.5% | +56.6% | +110.8% | +115.9% |
| 1Y | +239.0% | +2.2% | +236.7% | +214.9% |
| 3Y | +311.0% | -25.4% | +336.4% | +329.2% |
| 5Y | +278.0% | -55.0% | +333.0% | +365.9% |
| All | +1,847.4% | +10.2% | +1,837.2% | +1,570.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling