+1,204.0%
MRVL vs PEP
+81.7%
+1,122.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.4% | +9.1% | +9.4% |
| 7D | -9.8% | +1.0% | -10.8% | -10.1% |
| 30D | -43.8% | +12.6% | -56.5% | -45.7% |
| 3M | -29.3% | +3.1% | -32.4% | -30.2% |
| 6M | -9.1% | -6.3% | -2.8% | -8.4% |
| YTD | +82.2% | +1.9% | +80.4% | +76.7% |
| 1Y | +70.3% | +3.3% | +67.1% | +63.9% |
| 3Y | +197.0% | -4.8% | +201.9% | +182.6% |
| 5Y | +115.8% | +2.0% | +113.7% | +95.5% |
| 10Y | +1,204.0% | +80.3% | +1,123.7% | +835.9% |
| All | +1,204.0% | +81.7% | +1,122.4% | +835.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling