+1,192.7%
MRVL vs CAH
+1,234.1%
-41.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.1% | -5.7% | -5.0% |
| 7D | +11.0% | +3.5% | +7.6% | +9.9% |
| 30D | -36.1% | +13.5% | -49.6% | -38.9% |
| 3M | -29.4% | +21.8% | -51.3% | -34.3% |
| 6M | -11.9% | +51.5% | -63.4% | -24.3% |
| YTD | +84.8% | +38.1% | +46.7% | +62.9% |
| 1Y | +79.4% | +37.7% | +41.7% | +58.2% |
| 3Y | +195.7% | +179.6% | +16.1% | +101.1% |
| 5Y | +117.2% | +504.9% | -387.8% | +11.7% |
| 10Y | +1,193.7% | +418.6% | +775.2% | +548.5% |
| All | +1,192.7% | +1,234.1% | -41.4% | +451.7% |
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 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