+185.0%
MRVL vs CCI
+8.8%
+176.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | +0.4% |
| 7D | -10.2% | +3.2% | -13.4% | -9.1% |
| 30D | -43.9% | +12.2% | -56.1% | -41.7% |
| 3M | -26.0% | +23.1% | -49.1% | -20.7% |
| 6M | -9.2% | +1.3% | -10.5% | -7.7% |
| YTD | +82.0% | +4.5% | +77.5% | +86.0% |
| 1Y | +65.9% | +2.3% | +63.6% | +68.5% |
| 3Y | +185.0% | +9.8% | +175.2% | +178.8% |
| All | +185.0% | +8.8% | +176.2% | +178.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling