+1,224.2%
MRVL vs CHRW
+126.6%
+1,097.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -10.2% | -3.4% | -6.8% | -9.0% |
| 30D | -43.9% | -9.4% | -34.6% | -42.3% |
| 3M | -26.0% | -12.6% | -13.3% | -23.4% |
| 6M | -9.2% | -24.2% | +14.9% | -2.7% |
| YTD | +82.0% | -18.9% | +100.8% | +86.4% |
| 1Y | +65.9% | -13.7% | +79.6% | +66.2% |
| 3Y | +185.0% | +72.6% | +112.5% | +100.5% |
| 5Y | +121.5% | +55.6% | +65.9% | +63.9% |
| 10Y | +1,224.2% | +122.7% | +1,101.4% | +729.0% |
| All | +1,224.2% | +126.6% | +1,097.6% | +729.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling