+1,804.5%
MRVL vs PCAR
+363.2%
+1,441.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.2% | +6.9% | +6.9% |
| 7D | +3.2% | -0.5% | +3.7% | +3.6% |
| 30D | +5.9% | -6.2% | +12.2% | +10.9% |
| 3M | -29.3% | +5.9% | -35.2% | -31.9% |
| 6M | +186.5% | +0.4% | +186.1% | +186.7% |
| YTD | +163.4% | +14.8% | +148.6% | +140.2% |
| 1Y | +249.5% | +30.1% | +219.4% | +190.5% |
| 3Y | +289.4% | +66.7% | +222.7% | +167.0% |
| 5Y | +270.2% | +166.1% | +104.1% | +87.0% |
| All | +1,804.5% | +363.2% | +1,441.2% | +610.5% |
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