+249.5%
MRVL vs PEP
-4.0%
+253.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.7% | +8.8% | +5.2% |
| 7D | +3.2% | -2.4% | +5.6% | +0.6% |
| 30D | +5.9% | -0.8% | +6.8% | +5.3% |
| 3M | -29.3% | -2.2% | -27.2% | -28.6% |
| 6M | +186.5% | -14.4% | +200.9% | +170.6% |
| YTD | +163.4% | -2.2% | +165.7% | +177.2% |
| 1Y | +249.5% | -2.6% | +252.1% | +275.7% |
| All | +249.5% | -4.0% | +253.5% | +275.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 1y: compounded portfolio wealth divided by compounded PEP 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…
1y analysis · Full analysis span regression · 6 months rolling