+1,758.4%
MRVL vs PPG
+819.0%
+939.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +2.5% |
| 7D | +7.1% | 0.0% | +7.1% | +7.1% |
| 30D | +3.1% | -7.8% | +10.8% | +8.8% |
| 3M | -21.9% | -2.2% | -19.7% | -21.3% |
| 6M | +151.8% | +4.1% | +147.7% | +142.1% |
| YTD | +165.6% | +9.1% | +156.6% | +143.8% |
| 1Y | +242.3% | +1.0% | +241.3% | +228.9% |
| 3Y | +308.2% | -13.3% | +321.4% | +329.5% |
| 5Y | +280.4% | -19.2% | +299.6% | +323.7% |
| 10Y | +1,832.5% | +25.9% | +1,806.6% | +1,380.8% |
| All | +1,758.4% | +819.0% | +939.4% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling