+278.0%
MRVL vs CAH
+392.8%
-114.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.8% | -3.1% |
| 7D | +8.7% | -5.1% | +13.7% | +9.8% |
| 30D | +6.9% | -1.8% | +8.7% | +7.2% |
| 3M | -10.1% | +9.4% | -19.5% | -12.3% |
| 6M | +143.4% | +9.2% | +134.2% | +137.0% |
| YTD | +167.5% | +15.7% | +151.8% | +156.1% |
| 1Y | +239.0% | +59.7% | +179.2% | +192.3% |
| 3Y | +311.0% | +178.5% | +132.5% | +194.4% |
| 5Y | +278.0% | +398.3% | -120.3% | +94.1% |
| All | +278.0% | +392.8% | -114.9% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling