+96.9%
MRVL vs CB
+101.1%
-4.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.5% | +5.6% |
| 7D | -28.1% | +0.2% | -28.4% | -28.1% |
| 30D | -50.4% | +9.1% | -59.4% | -50.2% |
| 3M | -32.9% | +3.4% | -36.3% | -32.7% |
| 6M | -17.9% | +14.1% | -32.0% | -18.8% |
| YTD | +66.4% | +18.0% | +48.4% | +62.8% |
| 1Y | +51.5% | +30.1% | +21.4% | +44.1% |
| 3Y | +177.9% | +71.8% | +106.1% | +123.0% |
| All | +96.9% | +101.1% | -4.2% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling