+84.4%
MRVL vs CNH
+21.1%
+63.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.2% | +1.6% | -0.4% |
| 7D | +23.1% | +6.4% | +16.7% | +19.5% |
| 30D | -38.8% | -1.6% | -37.2% | -38.3% |
| 3M | -24.2% | +11.6% | -35.8% | -31.6% |
| 6M | 0.0% | +12.5% | -12.5% | -11.7% |
| YTD | +93.8% | +31.1% | +62.8% | +55.7% |
| 1Y | +84.4% | +17.0% | +67.4% | +59.2% |
| All | +84.4% | +21.1% | +63.3% | +59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling