-11.9%
MRVL vs CAG
+7.9%
-19.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.2% | -5.9% | -3.2% |
| 7D | +11.0% | -3.3% | +14.4% | +6.9% |
| 30D | -36.1% | +7.7% | -43.8% | -28.7% |
| 3M | -29.4% | -3.2% | -26.3% | -29.6% |
| 6M | -11.9% | +7.0% | -18.8% | +7.0% |
| All | -11.9% | +7.9% | -19.7% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling