+96.9%
MRVL vs PPL
+47.9%
+49.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.9% |
| 7D | -28.1% | +0.4% | -28.5% | -28.3% |
| 30D | -50.4% | +5.4% | -55.8% | -51.3% |
| 3M | -32.9% | +4.3% | -37.2% | -33.9% |
| 6M | -17.9% | -1.3% | -16.6% | -18.3% |
| YTD | +66.4% | +4.7% | +61.8% | +61.8% |
| 1Y | +51.5% | +1.3% | +50.3% | +49.1% |
| 3Y | +177.9% | +57.2% | +120.7% | +104.1% |
| All | +96.9% | +47.9% | +49.0% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling