+321.2%
MRVL vs CAH
+183.2%
+138.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.3% |
| 7D | +13.8% | -2.2% | +16.1% | +14.1% |
| 30D | +12.7% | +1.2% | +11.5% | +12.5% |
| 3M | -11.9% | +13.1% | -25.0% | -13.8% |
| 6M | +153.8% | +8.5% | +145.4% | +150.4% |
| YTD | +177.0% | +17.6% | +159.3% | +168.6% |
| 1Y | +252.3% | +60.7% | +191.7% | +213.6% |
| All | +321.2% | +183.2% | +138.0% | +226.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling