+84.4%
MRVL vs CAT
+7.0%
+77.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -3.3% |
| 7D | +23.1% | +9.3% | +13.8% | +10.5% |
| 30D | -38.8% | -21.5% | -17.3% | -16.7% |
| 3M | -24.2% | -29.1% | +4.9% | +15.5% |
| 6M | 0.0% | -33.4% | +33.4% | +68.5% |
| YTD | +93.8% | +6.6% | +87.3% | +113.7% |
| 1Y | +84.4% | +6.5% | +77.9% | +99.4% |
| All | +84.4% | +7.0% | +77.4% | +99.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling