+163.5%
MRVL vs CART
+38.4%
+125.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.2% | +5.6% |
| 7D | -28.1% | +3.0% | -31.1% | -28.6% |
| 30D | -50.4% | +28.6% | -78.9% | -53.2% |
| 3M | -32.9% | +29.1% | -62.0% | -37.1% |
| 6M | -17.9% | +44.7% | -62.7% | -25.7% |
| YTD | +66.4% | +29.2% | +37.2% | +53.9% |
| 1Y | +51.5% | +66.2% | -14.6% | +29.3% |
| 3Y | +177.9% | +112.8% | +65.1% | +123.7% |
| All | +163.5% | +38.4% | +125.2% | +113.6% |
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