+79.4%
MRVL vs CART
+49.3%
+30.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.3% | -4.7% |
| 7D | +11.0% | +1.3% | +9.7% | +10.9% |
| 30D | -36.1% | +19.2% | -55.3% | -36.5% |
| 3M | -29.4% | +17.6% | -47.0% | -29.8% |
| 6M | -11.9% | +47.4% | -59.2% | -14.0% |
| YTD | +84.8% | +30.9% | +53.9% | +70.4% |
| 1Y | +79.4% | +46.0% | +33.4% | +69.1% |
| All | +79.4% | +49.3% | +30.2% | +69.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling