+290.9%
MRVL vs CCJ
+347.8%
-56.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.5% | +5.8% | +5.0% |
| 7D | +13.8% | +4.2% | +9.6% | +11.6% |
| 30D | +12.7% | +3.2% | +9.5% | +10.9% |
| 3M | -11.9% | -1.8% | -10.1% | -10.7% |
| 6M | +153.8% | -13.5% | +167.4% | +173.3% |
| YTD | +177.0% | +9.7% | +167.2% | +165.9% |
| 1Y | +252.3% | +30.0% | +222.4% | +204.3% |
| 3Y | +325.5% | +172.6% | +152.9% | +157.9% |
| 5Y | +290.9% | +342.9% | -52.1% | +91.4% |
| All | +290.9% | +347.8% | -56.9% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling