+321.2%
MRVL vs CBOE
+96.4%
+224.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.0% |
| 7D | +13.8% | -0.8% | +14.6% | +13.3% |
| 30D | +12.7% | +2.7% | +10.0% | +14.6% |
| 3M | -11.9% | +0.7% | -12.6% | -10.2% |
| 6M | +153.8% | -2.0% | +155.8% | +161.7% |
| YTD | +177.0% | +17.1% | +159.8% | +218.1% |
| 1Y | +252.3% | +26.5% | +225.9% | +325.2% |
| All | +321.2% | +96.4% | +224.8% | +460.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling