+195.7%
MRVL vs CNH
+29.5%
+166.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.4% |
| 7D | +11.0% | +3.0% | +8.0% | +9.4% |
| 30D | -36.1% | -0.6% | -35.5% | -36.0% |
| 3M | -29.4% | +14.6% | -44.1% | -36.2% |
| 6M | -11.9% | +11.8% | -23.6% | -19.4% |
| YTD | +84.8% | +30.4% | +54.4% | +54.7% |
| 1Y | +79.4% | +19.1% | +60.4% | +57.1% |
| 3Y | +195.7% | +30.2% | +165.6% | +130.7% |
| All | +195.7% | +29.5% | +166.2% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling