+1,743.1%
MRVL vs CHRW
+2,237.8%
-494.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.1% | +6.0% | +6.6% |
| 7D | +3.2% | -1.4% | +4.6% | +3.9% |
| 30D | +5.9% | -3.5% | +9.4% | +7.6% |
| 3M | -29.3% | -19.4% | -9.9% | -23.2% |
| 6M | +186.5% | -21.4% | +207.9% | +211.1% |
| YTD | +163.4% | -7.1% | +170.6% | +160.8% |
| 1Y | +249.5% | +17.8% | +231.7% | +204.3% |
| 3Y | +289.4% | +78.8% | +210.6% | +161.1% |
| 5Y | +270.2% | +83.5% | +186.7% | +142.4% |
| 10Y | +1,748.8% | +160.2% | +1,588.6% | +857.1% |
| All | +1,743.1% | +2,237.8% | -494.8% | +175.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling