+1,192.7%
MRVL vs CHD
+4,786.8%
-3,594.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.4% | -6.1% | -5.1% |
| 7D | +11.0% | +3.6% | +7.4% | +9.8% |
| 30D | -36.1% | +10.4% | -46.5% | -38.4% |
| 3M | -29.4% | +12.2% | -41.6% | -32.5% |
| 6M | -11.9% | +19.9% | -31.8% | -18.6% |
| YTD | +84.8% | +36.4% | +48.4% | +62.6% |
| 1Y | +79.4% | +35.1% | +44.3% | +58.3% |
| 3Y | +195.7% | +29.2% | +166.6% | +155.7% |
| 5Y | +117.2% | +33.4% | +83.8% | +80.9% |
| 10Y | +1,193.7% | +195.0% | +998.7% | +644.0% |
| All | +1,192.7% | +4,786.8% | -3,594.1% | +124.5% |
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