+323.1%
MRVL vs CARR
+1.4%
+321.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.0% |
| 7D | +5.6% | -3.8% | +9.4% | +8.5% |
| 30D | +8.8% | -8.9% | +17.7% | +16.1% |
| 3M | -15.9% | -17.3% | +1.4% | -3.1% |
| 6M | +161.3% | -1.4% | +162.6% | +165.3% |
| YTD | +178.2% | +10.0% | +168.2% | +157.6% |
| 1Y | +255.3% | -6.4% | +261.7% | +269.1% |
| 3Y | +323.1% | +1.5% | +321.6% | +296.1% |
| All | +323.1% | +1.4% | +321.8% | +296.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling