+1,235.6%
MRVL vs PCAR
+287.3%
+948.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.4% |
| 7D | +23.1% | +2.1% | +21.0% | +21.6% |
| 30D | -38.8% | -1.2% | -37.6% | -38.5% |
| 3M | -24.2% | -18.6% | -5.6% | -13.3% |
| 6M | 0.0% | -5.1% | +5.1% | +3.4% |
| YTD | +93.8% | -1.8% | +95.6% | +94.9% |
| 1Y | +84.4% | +10.6% | +73.8% | +70.7% |
| 3Y | +203.6% | +34.9% | +168.7% | +137.6% |
| 5Y | +127.8% | +114.0% | +13.9% | +30.7% |
| All | +1,235.6% | +287.3% | +948.3% | +441.8% |
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