+1,743.1%
MRVL vs CAT
+8,818.8%
-7,075.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.7% | +5.3% | +5.9% |
| 7D | +3.2% | +1.7% | +1.5% | +2.1% |
| 30D | +5.9% | -6.6% | +12.5% | +10.7% |
| 3M | -29.3% | -13.3% | -16.0% | -20.9% |
| 6M | +186.5% | +11.6% | +174.9% | +176.8% |
| YTD | +163.4% | +42.9% | +120.5% | +117.9% |
| 1Y | +249.5% | +95.4% | +154.1% | +138.0% |
| 3Y | +289.4% | +196.6% | +92.8% | +109.3% |
| 5Y | +270.2% | +321.7% | -51.4% | +60.4% |
| 10Y | +1,748.8% | +1,140.8% | +608.0% | +286.9% |
| All | +1,743.1% | +8,818.8% | -7,075.8% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling