+1,173.1%
MRVL vs PPL
+67.2%
+1,106.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -5.1% |
| 7D | +11.0% | -0.4% | +11.4% | +11.1% |
| 30D | -36.1% | +2.6% | -38.7% | -36.9% |
| 3M | -29.4% | +0.8% | -30.2% | -29.9% |
| 6M | -11.9% | +1.4% | -13.3% | -13.2% |
| YTD | +84.8% | +4.3% | +80.5% | +79.6% |
| 1Y | +79.4% | +0.8% | +78.7% | +76.4% |
| 3Y | +195.7% | +57.9% | +137.8% | +136.8% |
| 5Y | +117.2% | +48.3% | +68.9% | +79.4% |
| All | +1,173.1% | +67.2% | +1,106.0% | +856.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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