+1,188.6%
MRVL vs CARR
+421.5%
+767.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.3% |
| 7D | +5.6% | -3.8% | +9.4% | +7.8% |
| 30D | +8.8% | -8.9% | +17.7% | +14.2% |
| 3M | -15.9% | -17.3% | +1.4% | -6.5% |
| 6M | +161.3% | -1.4% | +162.6% | +165.0% |
| YTD | +178.2% | +10.0% | +168.2% | +164.9% |
| 1Y | +255.3% | -6.4% | +261.7% | +266.6% |
| 3Y | +323.1% | +1.5% | +321.6% | +319.8% |
| 5Y | +293.2% | +9.3% | +283.9% | +257.3% |
| All | +1,188.6% | +421.5% | +767.1% | +955.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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