+215.9%
MRVL vs CAI
-9.9%
+225.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.9% |
| 7D | +5.6% | -2.9% | +8.5% | +6.0% |
| 30D | +8.8% | +9.3% | -0.6% | +7.6% |
| 3M | -15.9% | +35.2% | -51.1% | -18.6% |
| 6M | +161.3% | +30.7% | +130.5% | +149.9% |
| YTD | +178.2% | -9.8% | +188.0% | +173.3% |
| 1Y | +255.3% | -28.9% | +284.2% | +253.0% |
| All | +215.9% | -9.9% | +225.8% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling