+1,954.1%
MRVL vs CAT
+1,125.3%
+828.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.9% |
| 7D | +13.8% | +2.9% | +10.9% | +11.6% |
| 30D | +12.7% | -2.6% | +15.3% | +14.9% |
| 3M | -11.9% | -10.7% | -1.2% | -2.9% |
| 6M | +153.8% | +16.1% | +137.7% | +140.4% |
| YTD | +177.0% | +43.2% | +133.7% | +127.4% |
| 1Y | +252.3% | +96.8% | +155.5% | +135.6% |
| 3Y | +325.5% | +201.4% | +124.2% | +123.0% |
| 5Y | +290.9% | +332.7% | -41.8% | +66.1% |
| 10Y | +1,954.1% | +1,157.1% | +797.0% | +416.3% |
| All | +1,954.1% | +1,125.3% | +828.9% | +416.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 10y: compounded portfolio wealth divided by compounded CAT 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…
10y analysis · Full analysis span regression · 6 months rolling