+1,617.2%
MRVL vs RCAT
-100.0%
+1,717.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +18.6% | -12.9% | +5.6% |
| 7D | -28.1% | -12.7% | -15.4% | -28.0% |
| 30D | -50.4% | -34.3% | -16.1% | -50.2% |
| 3M | -32.9% | -53.4% | +20.5% | -32.6% |
| 6M | -17.9% | -62.0% | +44.0% | -17.5% |
| YTD | +66.4% | -49.1% | +115.5% | +67.0% |
| 1Y | +51.5% | -53.1% | +104.7% | +52.0% |
| 3Y | +177.9% | +318.7% | -140.8% | +174.2% |
| 5Y | +100.0% | +48.5% | +51.5% | +97.9% |
| 10Y | +1,108.1% | -99.6% | +1,207.8% | +994.7% |
| All | +1,617.2% | -100.0% | +1,717.2% | +895.2% |
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