+1,182.6%
MRVL vs CARR
+425.9%
+756.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.0% | +6.2% | +5.3% |
| 7D | +13.8% | +0.6% | +13.2% | +13.4% |
| 30D | +12.7% | -8.7% | +21.3% | +18.0% |
| 3M | -11.9% | -18.4% | +6.4% | -1.4% |
| 6M | +153.8% | -0.6% | +154.4% | +156.2% |
| YTD | +177.0% | +10.9% | +166.0% | +162.4% |
| 1Y | +252.3% | -7.3% | +259.6% | +265.1% |
| 3Y | +325.5% | +2.9% | +322.6% | +319.3% |
| 5Y | +290.9% | +9.6% | +281.2% | +253.7% |
| All | +1,182.6% | +425.9% | +756.7% | +945.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling