+1,077.1%
MRVL vs PCAR
+296.2%
+780.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +7.3% |
| 7D | -28.1% | +0.1% | -28.2% | -28.4% |
| 30D | -50.4% | -4.6% | -45.8% | -49.2% |
| 3M | -32.9% | -22.6% | -10.3% | -20.9% |
| 6M | -17.9% | -12.0% | -6.0% | -11.0% |
| YTD | +66.4% | -6.1% | +72.5% | +72.0% |
| 1Y | +51.5% | +6.3% | +45.2% | +43.9% |
| 3Y | +177.9% | +31.8% | +146.1% | +121.0% |
| 5Y | +100.0% | +104.2% | -4.1% | +19.0% |
| All | +1,077.1% | +296.2% | +780.9% | +443.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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