+1,295.0%
MRVL vs CNH
+32.2%
+1,262.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +3.0% | +4.5% |
| 7D | -28.1% | -1.7% | -26.4% | -27.3% |
| 30D | -50.4% | -7.2% | -43.2% | -48.9% |
| 3M | -32.9% | +6.5% | -39.5% | -36.1% |
| 6M | -17.9% | +7.9% | -25.8% | -22.1% |
| YTD | +66.4% | +26.6% | +39.8% | +46.1% |
| 1Y | +51.5% | +13.8% | +37.8% | +39.2% |
| 3Y | +177.9% | +9.2% | +168.7% | +152.9% |
| 5Y | +100.0% | -15.6% | +115.6% | +102.7% |
| 10Y | +1,108.1% | +119.2% | +988.9% | +762.5% |
| All | +1,295.0% | +32.2% | +1,262.8% | +913.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling