+115.8%
MRVL vs CHRW
+53.0%
+62.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.9% | +6.6% | +8.7% |
| 7D | -9.8% | +0.2% | -10.0% | -9.7% |
| 30D | -43.8% | -9.4% | -34.5% | -42.5% |
| 3M | -29.3% | -13.3% | -16.0% | -27.1% |
| 6M | -9.1% | -24.2% | +15.1% | -3.6% |
| YTD | +82.2% | -18.9% | +101.1% | +85.3% |
| 1Y | +70.3% | -12.4% | +82.7% | +68.8% |
| 3Y | +197.0% | +72.2% | +124.8% | +109.0% |
| 5Y | +115.8% | +53.4% | +62.4% | +51.9% |
| All | +115.8% | +53.0% | +62.8% | +51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling