+1,743.1%
MRVL vs CHD
+4,150.1%
-2,407.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +7.1% | +7.1% |
| 7D | +3.2% | -2.7% | +5.9% | +4.1% |
| 30D | +5.9% | -4.6% | +10.6% | +7.3% |
| 3M | -29.3% | +5.0% | -34.4% | -31.4% |
| 6M | +186.5% | -3.2% | +189.7% | +185.7% |
| YTD | +163.4% | +18.6% | +144.8% | +143.9% |
| 1Y | +249.5% | +4.8% | +244.7% | +236.5% |
| 3Y | +289.4% | +6.1% | +283.2% | +260.6% |
| 5Y | +270.2% | +24.0% | +246.3% | +215.3% |
| 10Y | +1,748.8% | +124.5% | +1,624.4% | +1,082.5% |
| All | +1,743.1% | +4,150.1% | -2,407.1% | +236.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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