+249.5%
MRVL vs CBOE
+29.2%
+220.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +7.1% | +7.0% |
| 7D | +3.2% | -3.6% | +6.8% | +1.2% |
| 30D | +5.9% | +5.1% | +0.9% | +9.0% |
| 3M | -29.3% | +4.6% | -33.9% | -26.2% |
| 6M | +186.5% | -0.3% | +186.7% | +199.0% |
| YTD | +163.4% | +19.8% | +143.7% | +187.6% |
| 1Y | +249.5% | +28.4% | +221.1% | +280.2% |
| All | +249.5% | +29.2% | +220.3% | +280.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling