+65.9%
MRVL vs CART
+51.1%
+14.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | -10.2% | +0.3% | -10.5% | -10.2% |
| 30D | -43.9% | +22.4% | -66.3% | -44.1% |
| 3M | -26.0% | +15.6% | -41.6% | -26.1% |
| 6M | -9.2% | +44.9% | -54.1% | -10.4% |
| YTD | +82.0% | +30.0% | +52.0% | +67.6% |
| 1Y | +65.9% | +56.6% | +9.3% | +55.4% |
| All | +65.9% | +51.1% | +14.8% | +55.4% |
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