+1,173.1%
MRVL vs CCJ
+765.4%
+407.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -4.1% |
| 7D | +11.0% | -0.8% | +11.8% | +11.6% |
| 30D | -36.1% | -13.2% | -22.9% | -31.8% |
| 3M | -29.4% | -27.6% | -1.8% | -19.3% |
| 6M | -11.9% | -38.7% | +26.8% | +8.5% |
| YTD | +84.8% | -22.7% | +107.5% | +107.3% |
| 1Y | +79.4% | -17.6% | +97.0% | +96.8% |
| 3Y | +195.7% | +62.7% | +133.1% | +148.2% |
| 5Y | +117.2% | +159.7% | -42.5% | +52.6% |
| All | +1,173.1% | +765.4% | +407.8% | +558.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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