+274.9%
MRVL vs CAG
-41.2%
+316.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +0.3% |
| 7D | +7.1% | -5.3% | +12.4% | +5.2% |
| 30D | +3.1% | +1.0% | +2.1% | +3.4% |
| 3M | -21.9% | +17.4% | -39.3% | -16.6% |
| 6M | +151.8% | -16.8% | +168.7% | +150.2% |
| YTD | +165.6% | -6.8% | +172.4% | +172.0% |
| 1Y | +242.3% | -15.4% | +257.6% | +243.7% |
| 3Y | +308.2% | -37.1% | +345.2% | +288.0% |
| All | +274.9% | -41.2% | +316.1% | +252.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling