+82.7%
MRVL vs CBOE
+39.5%
+43.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.3% | -7.3% | -6.9% |
| 7D | -36.5% | +7.7% | -44.2% | -33.2% |
| 30D | -41.1% | +24.4% | -65.5% | -32.7% |
| 3M | -26.9% | +20.0% | -46.9% | -18.0% |
| 6M | -2.3% | +2.4% | -4.7% | +6.9% |
| YTD | +88.4% | +38.5% | +49.8% | +142.6% |
| 1Y | +82.7% | +39.0% | +43.8% | +136.3% |
| All | +82.7% | +39.5% | +43.3% | +136.3% |
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