+1,925.8%
MRVL vs CAH
+294.8%
+1,631.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.2% |
| 7D | +5.6% | -5.1% | +10.7% | +7.0% |
| 30D | +8.8% | +0.2% | +8.6% | +8.6% |
| 3M | -15.9% | +6.3% | -22.2% | -17.7% |
| 6M | +161.3% | +9.4% | +151.9% | +152.8% |
| YTD | +178.2% | +15.0% | +163.3% | +165.0% |
| 1Y | +255.3% | +55.4% | +199.9% | +207.8% |
| 3Y | +323.1% | +173.8% | +149.3% | +208.0% |
| 5Y | +293.2% | +395.2% | -102.0% | +135.8% |
| All | +1,925.8% | +294.8% | +1,631.0% | +1,098.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling