+215.0%
MRVL vs CART
+40.2%
+174.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.7% | +8.6% | +9.2% |
| 7D | +5.6% | -0.6% | +6.2% | +5.9% |
| 30D | -36.5% | +23.1% | -59.6% | -39.4% |
| 3M | -20.5% | +19.2% | -39.7% | -23.9% |
| 6M | -1.1% | +45.7% | -46.8% | -10.7% |
| YTD | +99.0% | +30.9% | +68.1% | +83.5% |
| 1Y | +89.3% | +50.2% | +39.1% | +67.0% |
| 3Y | +211.6% | +133.5% | +78.1% | +149.7% |
| All | +215.0% | +40.2% | +174.9% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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