+290.9%
MRVL vs CCI
-51.2%
+342.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.3% |
| 7D | +13.8% | -0.3% | +14.1% | +13.8% |
| 30D | +12.7% | +2.1% | +10.5% | +12.5% |
| 3M | -11.9% | -17.8% | +5.9% | -10.2% |
| 6M | +153.8% | -14.2% | +168.0% | +155.9% |
| YTD | +177.0% | -13.3% | +190.3% | +177.9% |
| 1Y | +252.3% | -16.6% | +269.0% | +255.4% |
| 3Y | +325.5% | -10.8% | +336.4% | +287.6% |
| 5Y | +290.9% | -50.3% | +341.2% | +431.7% |
| All | +290.9% | -51.2% | +342.1% | +431.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling