+1,743.1%
MRVL vs CAG
+167.0%
+1,576.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.9% | +7.9% | +7.2% |
| 7D | +3.2% | -3.8% | +7.0% | +3.8% |
| 30D | +5.9% | +3.1% | +2.8% | +5.4% |
| 3M | -29.3% | +23.5% | -52.8% | -32.5% |
| 6M | +186.5% | -14.8% | +201.3% | +193.5% |
| YTD | +163.4% | -5.4% | +168.9% | +163.3% |
| 1Y | +249.5% | -11.8% | +261.3% | +253.0% |
| 3Y | +289.4% | -36.7% | +326.0% | +311.5% |
| 5Y | +270.2% | -40.3% | +310.5% | +290.3% |
| 10Y | +1,748.8% | -37.0% | +1,785.8% | +1,717.9% |
| All | +1,743.1% | +167.0% | +1,576.1% | +1,494.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling