+321.2%
MRVL vs CAG
-37.6%
+358.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.2% | +3.8% |
| 7D | +13.8% | -6.6% | +20.4% | +10.1% |
| 30D | +12.7% | +2.3% | +10.4% | +14.0% |
| 3M | -11.9% | +16.3% | -28.2% | -3.4% |
| 6M | +153.8% | -16.0% | +169.9% | +149.7% |
| YTD | +177.0% | -7.7% | +184.7% | +184.2% |
| 1Y | +252.3% | -16.0% | +268.4% | +249.2% |
| All | +321.2% | -37.6% | +358.7% | +277.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling