+29.3%
MRVL vs CBRS
-45.2%
+74.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | +5.6% | -8.6% | +14.2% | +8.8% |
| 30D | +8.8% | -26.8% | +35.5% | +19.7% |
| 3M | -15.9% | -15.3% | -0.6% | -13.5% |
| All | +29.3% | -45.2% | +74.5% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 10y: compounded portfolio wealth divided by compounded CBRS 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…
10y analysis · Full analysis span regression · Available span rolling