+1,847.4%
MRVL vs CCI
+20.8%
+1,826.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.0% |
| 7D | +8.7% | -4.4% | +13.1% | +9.9% |
| 30D | +6.9% | +0.3% | +6.6% | +6.7% |
| 3M | -10.1% | -20.0% | +9.8% | -5.3% |
| 6M | +143.4% | -14.5% | +158.0% | +149.2% |
| YTD | +167.5% | -14.9% | +182.3% | +172.8% |
| 1Y | +239.0% | -17.7% | +256.6% | +248.2% |
| 3Y | +311.0% | -12.4% | +323.3% | +283.4% |
| 5Y | +278.0% | -50.1% | +328.1% | +368.4% |
| All | +1,847.4% | +20.8% | +1,826.6% | +1,751.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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 · 6 months rolling