+1,847.4%
MRVL vs CAG
-35.7%
+1,883.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -3.5% |
| 7D | +8.7% | -5.9% | +14.6% | +8.6% |
| 30D | +6.9% | -1.5% | +8.4% | +6.9% |
| 3M | -10.1% | +11.5% | -21.6% | -10.0% |
| 6M | +143.4% | -15.7% | +159.1% | +146.7% |
| YTD | +167.5% | -10.2% | +177.7% | +170.1% |
| 1Y | +239.0% | -18.1% | +257.0% | +243.8% |
| 3Y | +311.0% | -39.4% | +350.4% | +321.0% |
| 5Y | +278.0% | -42.6% | +320.6% | +285.7% |
| All | +1,847.4% | -35.7% | +1,883.1% | +1,784.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling