+185.0%
MRVL vs PCAR
+36.7%
+148.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.3% |
| 7D | -10.2% | +3.8% | -14.0% | -12.4% |
| 30D | -43.9% | -2.0% | -42.0% | -43.4% |
| 3M | -26.0% | -19.1% | -6.9% | -15.1% |
| 6M | -9.2% | -6.8% | -2.4% | -5.3% |
| YTD | +82.0% | -2.5% | +84.5% | +83.6% |
| 1Y | +65.9% | +9.7% | +56.2% | +55.6% |
| 3Y | +185.0% | +34.0% | +151.1% | +87.3% |
| All | +185.0% | +36.7% | +148.3% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling