+1,298.2%
MRVL vs CBOE
+1,025.9%
+272.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.1% |
| 7D | +7.1% | -4.6% | +11.8% | +8.1% |
| 30D | +3.1% | +2.6% | +0.4% | +2.5% |
| 3M | -21.9% | +4.9% | -26.9% | -23.3% |
| 6M | +151.8% | -2.2% | +154.0% | +147.9% |
| YTD | +165.6% | +17.7% | +147.9% | +148.9% |
| 1Y | +242.3% | +26.1% | +216.2% | +214.2% |
| 3Y | +308.2% | +97.1% | +211.1% | +211.1% |
| 5Y | +280.4% | +149.2% | +131.2% | +164.8% |
| 10Y | +1,832.5% | +385.1% | +1,447.5% | +954.8% |
| All | +1,298.2% | +1,025.9% | +272.3% | +383.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling