+79.4%
MRVL vs CHRW
-11.0%
+90.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.1% | -4.7% | -4.7% |
| 7D | +11.0% | +7.3% | +3.7% | +10.1% |
| 30D | -36.1% | -3.6% | -32.5% | -35.9% |
| 3M | -29.4% | -9.6% | -19.8% | -28.9% |
| 6M | -11.9% | -17.0% | +5.1% | -10.2% |
| YTD | +84.8% | -15.4% | +100.2% | +51.5% |
| 1Y | +79.4% | -10.0% | +89.4% | +30.7% |
| All | +79.4% | -11.0% | +90.4% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling