+1,743.1%
MRVL vs CAH
+1,070.4%
+672.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.6% | +7.6% | +7.2% |
| 7D | +3.2% | +5.4% | -2.2% | +1.4% |
| 30D | +5.9% | +3.3% | +2.6% | +4.7% |
| 3M | -29.3% | +22.8% | -52.1% | -34.5% |
| 6M | +186.5% | +11.3% | +175.2% | +173.9% |
| YTD | +163.4% | +21.1% | +142.3% | +144.0% |
| 1Y | +249.5% | +67.2% | +182.3% | +187.3% |
| 3Y | +289.4% | +195.6% | +93.7% | +160.6% |
| 5Y | +270.2% | +413.8% | -143.6% | +101.7% |
| 10Y | +1,748.8% | +309.6% | +1,439.3% | +907.0% |
| All | +1,743.1% | +1,070.4% | +672.7% | +726.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling