-20.5%
MRVL vs CB
+7.1%
-27.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.3% | +9.0% | +10.0% |
| 7D | +5.6% | -1.0% | +6.7% | +3.2% |
| 30D | -36.5% | +7.3% | -43.8% | -25.7% |
| 3M | -20.5% | +7.0% | -27.5% | -9.4% |
| All | -20.5% | +7.1% | -27.6% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 3mo: compounded portfolio wealth divided by compounded CB 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…
3mo analysis · Full analysis span regression · Available span rolling