+1,925.8%
MRVL vs PG
+121.7%
+1,804.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +3.6% |
| 7D | +5.6% | -0.8% | +6.4% | +5.8% |
| 30D | +8.8% | +0.8% | +7.9% | +8.4% |
| 3M | -15.9% | -1.3% | -14.5% | -16.2% |
| 6M | +161.3% | -3.8% | +165.1% | +161.3% |
| YTD | +178.2% | +3.6% | +174.6% | +170.1% |
| 1Y | +255.3% | -5.7% | +261.0% | +256.2% |
| 3Y | +323.1% | +1.6% | +321.5% | +293.3% |
| 5Y | +293.2% | +14.6% | +278.6% | +238.9% |
| All | +1,925.8% | +121.7% | +1,804.1% | +1,238.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 PG 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