+197.0%
MRVL vs CHRW
+68.5%
+128.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.9% | +6.6% | +9.1% |
| 7D | -9.8% | +0.2% | -10.0% | -9.7% |
| 30D | -43.8% | -9.4% | -34.5% | -43.2% |
| 3M | -29.3% | -13.3% | -16.0% | -28.3% |
| 6M | -9.1% | -24.2% | +15.1% | -6.2% |
| YTD | +82.2% | -18.9% | +101.1% | +84.1% |
| 1Y | +70.3% | -12.4% | +82.7% | +70.1% |
| 3Y | +197.0% | +72.2% | +124.8% | +154.4% |
| All | +197.0% | +68.5% | +128.5% | +154.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling