+1,001.3%
MRVL vs PCAR
+4,492.8%
-3,491.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -1.6% | -14.9% | -15.5% |
| 7D | -38.8% | +2.2% | -41.0% | -39.7% |
| 30D | -53.5% | -4.4% | -49.0% | -52.5% |
| 3M | -36.7% | -21.4% | -15.3% | -27.5% |
| 6M | -20.8% | -7.3% | -13.5% | -17.3% |
| YTD | +57.4% | -3.8% | +61.2% | +60.2% |
| 1Y | +44.0% | +6.3% | +37.7% | +38.0% |
| 3Y | +162.2% | +34.4% | +127.8% | +115.4% |
| 5Y | +89.2% | +109.2% | -20.0% | +21.3% |
| 10Y | +1,042.7% | +312.9% | +729.8% | +381.0% |
| All | +1,001.3% | +4,492.8% | -3,491.5% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling