+195.7%
MRVL vs CAT
+161.3%
+34.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.8% | -3.8% |
| 7D | +11.0% | +7.4% | +3.6% | +3.0% |
| 30D | -36.1% | -19.7% | -16.4% | -17.9% |
| 3M | -29.4% | -29.6% | +0.2% | +3.8% |
| 6M | -11.9% | -33.2% | +21.3% | +41.5% |
| YTD | +84.8% | +5.7% | +79.1% | +93.7% |
| 1Y | +79.4% | +9.3% | +70.1% | +82.5% |
| 3Y | +195.7% | +158.3% | +37.4% | +34.9% |
| All | +195.7% | +161.3% | +34.4% | +34.9% |
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