+1,224.2%
MRVL vs CNH
+107.8%
+1,116.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.2% | +2.1% |
| 7D | -10.2% | +4.5% | -14.7% | -11.9% |
| 30D | -43.9% | +7.6% | -51.6% | -46.2% |
| 3M | -26.0% | +17.0% | -42.9% | -33.3% |
| 6M | -9.2% | +12.9% | -22.2% | -16.5% |
| YTD | +82.0% | +34.3% | +47.7% | +51.9% |
| 1Y | +65.9% | +28.5% | +37.3% | +41.2% |
| 3Y | +185.0% | +31.9% | +153.2% | +132.0% |
| 5Y | +121.5% | -9.6% | +131.1% | +115.5% |
| 10Y | +1,224.2% | +106.3% | +1,117.9% | +909.0% |
| All | +1,224.2% | +107.8% | +1,116.3% | +909.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling