+255.3%
MRVL vs CAH
+57.9%
+197.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +3.9% |
| 7D | +5.6% | -5.1% | +10.7% | +4.6% |
| 30D | +8.8% | +0.2% | +8.6% | +8.9% |
| 3M | -15.9% | +6.3% | -22.2% | -15.1% |
| 6M | +161.3% | +9.4% | +151.9% | +164.5% |
| YTD | +178.2% | +15.0% | +163.3% | +185.5% |
| 1Y | +255.3% | +55.4% | +199.9% | +293.9% |
| All | +255.3% | +57.9% | +197.4% | +293.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling