+304.8%
MRVL vs CAT
+201.5%
+103.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.7% | +5.3% | +5.3% |
| 7D | +3.2% | +1.7% | +1.5% | +1.5% |
| 30D | +5.9% | -6.6% | +12.5% | +13.3% |
| 3M | -29.3% | -13.3% | -16.0% | -16.6% |
| 6M | +186.5% | +11.6% | +174.9% | +173.1% |
| YTD | +163.4% | +42.9% | +120.5% | +99.9% |
| 1Y | +249.5% | +95.4% | +154.1% | +96.3% |
| All | +304.8% | +201.5% | +103.3% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling