+79.4%
MRVL vs CAI
-6.2%
+85.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.8% | -0.8% | -3.8% |
| 7D | +11.0% | -8.7% | +19.7% | +13.3% |
| 30D | -36.1% | -23.8% | -12.2% | -31.3% |
| 3M | -29.4% | +3.9% | -33.3% | -28.0% |
| 6M | -11.9% | +56.8% | -68.7% | -15.0% |
| YTD | +84.8% | -14.6% | +99.4% | +95.8% |
| 1Y | +79.4% | -5.2% | +84.6% | +70.5% |
| All | +79.4% | -6.2% | +85.6% | +70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling