+1,064.4%
MRVL vs CAT
+6,035.8%
-4,971.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.9% | +4.8% | +5.1% |
| 7D | -28.1% | -10.3% | -17.8% | -22.3% |
| 30D | -50.4% | -31.2% | -19.2% | -35.9% |
| 3M | -32.9% | -34.7% | +1.7% | -10.3% |
| 6M | -17.9% | -39.5% | +21.5% | +18.6% |
| YTD | +66.4% | -1.7% | +68.1% | +78.0% |
| 1Y | +51.5% | -1.1% | +52.7% | +61.9% |
| 3Y | +177.9% | +143.9% | +34.0% | +74.5% |
| 5Y | +100.0% | +194.8% | -94.7% | +11.3% |
| 10Y | +1,108.1% | +739.8% | +368.4% | +231.0% |
| All | +1,064.4% | +6,035.8% | -4,971.4% | -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 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