+1,173.1%
MRVL vs CCI
+339.0%
+834.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -0.7% |
| 7D | -10.2% | +3.2% | -13.4% | -11.4% |
| 30D | -43.9% | +12.2% | -56.1% | -46.4% |
| 3M | -26.0% | +23.1% | -49.1% | -31.8% |
| 6M | -9.2% | +1.3% | -10.5% | -12.3% |
| YTD | +82.0% | +4.5% | +77.5% | +72.5% |
| 1Y | +65.9% | +2.3% | +63.6% | +58.1% |
| 3Y | +185.0% | +9.8% | +175.2% | +152.0% |
| 5Y | +121.5% | -36.5% | +158.0% | +139.6% |
| 10Y | +1,224.2% | +64.7% | +1,159.5% | +893.7% |
| All | +1,173.1% | +339.0% | +834.1% | +466.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling