+1,780.2%
MRVL vs RCAT
-100.0%
+1,880.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +11.4% | -1.9% | +9.4% |
| 7D | -9.8% | +1.1% | -10.9% | -9.8% |
| 30D | -43.8% | -22.0% | -21.8% | -43.7% |
| 3M | -29.3% | -51.1% | +21.8% | -29.0% |
| 6M | -9.1% | -56.6% | +47.5% | -8.6% |
| YTD | +82.2% | -43.3% | +125.5% | +82.7% |
| 1Y | +70.3% | -51.5% | +121.8% | +70.8% |
| 3Y | +197.0% | +411.4% | -214.4% | +192.8% |
| 5Y | +115.8% | +74.4% | +41.4% | +113.3% |
| 10Y | +1,204.0% | -99.6% | +1,303.6% | +1,082.2% |
| All | +1,780.2% | -100.0% | +1,880.2% | +988.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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