+214.5%
MRVL vs CAI
-11.0%
+225.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.2% | +7.4% | +4.6% |
| 7D | +13.8% | -3.1% | +16.9% | +14.2% |
| 30D | +12.7% | +2.7% | +10.0% | +12.1% |
| 3M | -11.9% | +41.7% | -53.6% | -15.1% |
| 6M | +153.8% | +26.5% | +127.4% | +143.6% |
| YTD | +177.0% | -10.9% | +187.9% | +172.4% |
| 1Y | +252.3% | -29.2% | +281.6% | +250.2% |
| All | +214.5% | -11.0% | +225.5% | +198.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling