+195.7%
MRVL vs CART
+135.4%
+60.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.3% | -4.8% |
| 7D | +11.0% | +1.3% | +9.7% | +10.7% |
| 30D | -36.1% | +19.2% | -55.3% | -38.9% |
| 3M | -29.4% | +17.6% | -47.0% | -32.5% |
| 6M | -11.9% | +47.4% | -59.2% | -21.6% |
| YTD | +84.8% | +30.9% | +53.9% | +68.9% |
| 1Y | +79.4% | +46.0% | +33.4% | +57.3% |
| 3Y | +195.7% | +130.3% | +65.4% | +119.5% |
| All | +195.7% | +135.4% | +60.4% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling