+186.5%
MRVL vs CART
+36.6%
+149.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.3% | +8.3% | +7.2% |
| 7D | +3.2% | +1.0% | +2.2% | +3.0% |
| 30D | +5.9% | +12.6% | -6.7% | +4.3% |
| 3M | -29.3% | +23.1% | -52.5% | -31.0% |
| 6M | +186.5% | +39.5% | +147.0% | +158.4% |
| All | +186.5% | +36.6% | +149.9% | +158.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling