+195.7%
MRVL vs CASY
+161.8%
+34.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.4% | -4.8% |
| 7D | +11.0% | +3.6% | +7.5% | +10.6% |
| 30D | -36.1% | +9.1% | -45.1% | -36.8% |
| 3M | -29.4% | -16.5% | -12.9% | -27.3% |
| 6M | -11.9% | -19.7% | +7.8% | -7.9% |
| YTD | +84.8% | +29.3% | +55.5% | +64.9% |
| 1Y | +79.4% | +33.1% | +46.3% | +57.4% |
| 3Y | +195.7% | +158.5% | +37.2% | +86.1% |
| All | +195.7% | +161.8% | +34.0% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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