+255.3%
MRVL vs CAG
-18.8%
+274.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +3.7% |
| 7D | +5.6% | -5.7% | +11.3% | +2.2% |
| 30D | +8.8% | -2.4% | +11.2% | +7.4% |
| 3M | -15.9% | +9.8% | -25.7% | -9.0% |
| 6M | +161.3% | -10.8% | +172.1% | +175.5% |
| YTD | +178.2% | -10.8% | +189.1% | +197.6% |
| 1Y | +255.3% | -19.0% | +274.3% | +275.2% |
| All | +255.3% | -18.8% | +274.1% | +275.2% |
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