+1,173.1%
MRVL vs CAT
+6,320.7%
-5,147.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +1.4% |
| 7D | -10.2% | -6.3% | -3.9% | -5.6% |
| 30D | -43.9% | -26.8% | -17.1% | -30.3% |
| 3M | -26.0% | -30.0% | +4.1% | -5.1% |
| 6M | -9.2% | -34.6% | +25.4% | +24.9% |
| YTD | +82.0% | +2.9% | +79.1% | +89.2% |
| 1Y | +65.9% | +3.3% | +62.6% | +72.5% |
| 3Y | +185.0% | +153.7% | +31.3% | +74.5% |
| 5Y | +121.5% | +207.3% | -85.8% | +20.2% |
| 10Y | +1,224.2% | +674.0% | +550.2% | +281.7% |
| All | +1,173.1% | +6,320.7% | -5,147.6% | -32.2% |
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