+1,292.0%
MRVL vs PEP
+574.6%
+717.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.2% | +9.1% | +9.3% |
| 7D | +5.6% | +1.1% | +4.6% | +5.3% |
| 30D | -36.5% | +13.6% | -50.1% | -39.3% |
| 3M | -20.5% | +5.1% | -25.6% | -22.4% |
| 6M | -1.1% | -1.6% | +0.5% | -2.7% |
| YTD | +99.0% | +3.3% | +95.6% | +91.4% |
| 1Y | +89.3% | +3.2% | +86.0% | +81.9% |
| 3Y | +211.6% | -3.9% | +215.5% | +196.9% |
| 5Y | +134.1% | +4.0% | +130.0% | +115.7% |
| 10Y | +1,293.1% | +90.1% | +1,203.0% | +916.4% |
| All | +1,292.0% | +574.6% | +717.3% | +733.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling