+1,292.0%
MRVL vs CHRW
+2,018.1%
-726.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.7% | +5.6% | +7.7% |
| 7D | +5.6% | -0.1% | +5.7% | +6.1% |
| 30D | -36.5% | -4.3% | -32.2% | -35.6% |
| 3M | -20.5% | -7.4% | -13.1% | -18.9% |
| 6M | -1.1% | -20.7% | +19.6% | +6.2% |
| YTD | +99.0% | -15.9% | +114.8% | +103.0% |
| 1Y | +89.3% | -9.9% | +99.2% | +87.2% |
| 3Y | +211.6% | +79.0% | +132.7% | +104.8% |
| 5Y | +134.0% | +61.3% | +72.7% | +60.5% |
| 10Y | +1,293.1% | +128.5% | +1,164.6% | +656.3% |
| All | +1,292.0% | +2,018.1% | -726.1% | +114.6% |
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