+191.3%
MRVL vs CCJ
+72.4%
+118.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +1.8% |
| 7D | -10.2% | +0.4% | -10.6% | -9.9% |
| 30D | -43.9% | -17.2% | -26.7% | -36.8% |
| 3M | -26.0% | -25.1% | -0.8% | -12.1% |
| 6M | -9.2% | -37.6% | +28.4% | +19.8% |
| YTD | +82.0% | -20.4% | +102.3% | +109.3% |
| 1Y | +65.9% | -22.5% | +88.4% | +92.6% |
| All | +191.3% | +72.4% | +118.9% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling