+323.1%
MRVL vs PPG
-17.4%
+340.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.8% |
| 7D | +5.6% | -6.2% | +11.9% | +9.4% |
| 30D | +8.8% | -7.9% | +16.7% | +13.7% |
| 3M | -15.9% | -10.2% | -5.7% | -11.1% |
| 6M | +161.3% | +2.7% | +158.6% | +154.7% |
| YTD | +178.2% | +4.9% | +173.4% | +161.3% |
| 1Y | +255.3% | -3.2% | +258.5% | +251.1% |
| 3Y | +323.1% | -17.0% | +340.1% | +319.4% |
| All | +323.1% | -17.4% | +340.5% | +319.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling