+249.5%
MRVL vs CAG
-13.1%
+262.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.9% | +7.9% | +6.5% |
| 7D | +3.2% | -3.8% | +7.0% | +1.1% |
| 30D | +5.9% | +3.1% | +2.8% | +7.7% |
| 3M | -29.3% | +23.5% | -52.8% | -18.9% |
| 6M | +186.5% | -14.8% | +201.3% | +204.0% |
| YTD | +163.4% | -5.4% | +168.9% | +191.0% |
| 1Y | +249.5% | -11.8% | +261.3% | +281.7% |
| All | +249.5% | -13.1% | +262.6% | +281.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling