+1,188.4%
MRVL vs CHTR
+282.5%
+905.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -8.1% | +12.4% | +6.7% |
| 7D | +13.8% | -15.8% | +29.6% | +19.6% |
| 30D | +12.7% | -12.7% | +25.3% | +16.1% |
| 3M | -11.9% | -1.1% | -10.8% | -14.1% |
| 6M | +153.8% | -39.9% | +193.8% | +184.5% |
| YTD | +177.0% | -35.9% | +212.8% | +200.6% |
| 1Y | +252.3% | -49.2% | +301.5% | +316.2% |
| 3Y | +325.5% | -68.3% | +393.9% | +471.6% |
| 5Y | +290.9% | -83.0% | +373.8% | +556.6% |
| 10Y | +1,954.1% | -49.3% | +2,003.4% | +2,167.5% |
| All | +1,188.4% | +282.5% | +905.8% | +522.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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