+133.9%
MRVL vs CAG
-40.1%
+173.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.4% | +11.7% | +8.3% |
| 7D | +5.6% | -1.8% | +7.4% | +5.2% |
| 30D | -36.5% | +9.7% | -46.2% | -33.3% |
| 3M | -20.5% | +0.5% | -21.0% | -18.8% |
| 6M | -1.1% | +8.9% | -10.1% | +6.1% |
| YTD | +99.0% | -8.4% | +107.3% | +106.4% |
| 1Y | +89.3% | -8.3% | +97.6% | +96.6% |
| 3Y | +211.6% | -36.1% | +247.7% | +199.4% |
| All | +133.9% | -40.1% | +173.9% | +122.5% |
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