-14.1%
MRVL vs CBRS
-68.9%
+54.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +11.2% | -15.9% | -9.1% |
| 7D | +11.0% | +21.2% | -10.2% | +2.4% |
| 30D | -36.1% | -23.2% | -12.9% | -30.2% |
| 3M | -29.4% | -52.9% | +23.5% | -9.6% |
| All | -14.1% | -68.9% | +54.8% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling