+1,173.1%
MRVL vs CAT
+696.4%
+476.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.8% | -4.1% |
| 7D | +11.0% | +7.4% | +3.6% | +5.5% |
| 30D | -36.1% | -19.7% | -16.4% | -23.7% |
| 3M | -29.4% | -29.6% | +0.2% | -7.2% |
| 6M | -11.9% | -33.2% | +21.3% | +23.9% |
| YTD | +84.8% | +5.7% | +79.1% | +92.3% |
| 1Y | +79.4% | +9.3% | +70.1% | +83.1% |
| 3Y | +195.7% | +158.3% | +37.4% | +79.5% |
| 5Y | +117.2% | +211.6% | -94.4% | +17.5% |
| All | +1,173.1% | +696.4% | +476.7% | +300.8% |
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