+1,192.7%
MRVL vs CAG
+157.0%
+1,035.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.2% | -5.9% | -4.9% |
| 7D | +11.0% | -3.3% | +14.4% | +11.5% |
| 30D | -36.1% | +7.7% | -43.8% | -37.3% |
| 3M | -29.4% | -3.2% | -26.3% | -29.6% |
| 6M | -11.9% | +7.0% | -18.8% | -14.4% |
| YTD | +84.8% | -9.0% | +93.8% | +84.5% |
| 1Y | +79.4% | -9.6% | +89.0% | +79.2% |
| 3Y | +195.7% | -36.0% | +231.7% | +208.7% |
| 5Y | +117.2% | -40.9% | +158.0% | +127.1% |
| 10Y | +1,193.7% | -37.3% | +1,231.1% | +1,159.6% |
| All | +1,192.7% | +157.0% | +1,035.7% | +1,017.5% |
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 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