+149.3%
MRVL vs CART
+37.6%
+111.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.4% | -14.0% | -15.9% |
| 7D | -38.8% | +1.2% | -40.0% | -39.0% |
| 30D | -53.5% | +27.1% | -80.6% | -56.0% |
| 3M | -36.7% | +27.4% | -64.1% | -40.5% |
| 6M | -20.8% | +32.1% | -52.9% | -26.8% |
| YTD | +57.4% | +28.5% | +28.9% | +45.7% |
| 1Y | +44.0% | +58.8% | -14.8% | +24.5% |
| 3Y | +162.2% | +114.8% | +47.5% | +111.1% |
| All | +149.3% | +37.6% | +111.7% | +102.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling