+96.9%
MRVL vs CNH
-14.7%
+111.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +3.0% | +4.1% |
| 7D | -28.1% | -1.7% | -26.4% | -27.1% |
| 30D | -50.4% | -7.2% | -43.2% | -48.5% |
| 3M | -32.9% | +6.5% | -39.5% | -37.4% |
| 6M | -17.9% | +7.9% | -25.8% | -24.0% |
| YTD | +66.4% | +26.6% | +39.8% | +37.8% |
| 1Y | +51.5% | +13.8% | +37.8% | +33.4% |
| 3Y | +177.9% | +9.2% | +168.7% | +135.2% |
| All | +96.9% | -14.7% | +111.6% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling