+177.9%
MRVL vs CAT
+140.6%
+37.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +4.8% |
| 7D | -28.1% | -10.3% | -17.8% | -18.4% |
| 30D | -50.4% | -31.2% | -19.2% | -25.2% |
| 3M | -32.9% | -34.7% | +1.7% | +6.5% |
| 6M | -17.9% | -39.5% | +21.5% | +45.5% |
| YTD | +66.4% | -1.7% | +68.1% | +88.0% |
| 1Y | +51.5% | -1.1% | +52.7% | +70.7% |
| 3Y | +177.9% | +143.9% | +34.0% | +36.3% |
| All | +177.9% | +140.6% | +37.3% | +36.3% |
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 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