+249.5%
MRVL vs CEG
-3.0%
+252.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +4.9% | +2.2% | +5.2% |
| 7D | +3.2% | +8.0% | -4.8% | +0.2% |
| 30D | +5.9% | +12.9% | -7.0% | +1.4% |
| 3M | -29.3% | +13.2% | -42.5% | -32.3% |
| 6M | +186.5% | -7.0% | +193.5% | +184.5% |
| YTD | +163.4% | -15.0% | +178.4% | +167.9% |
| 1Y | +249.5% | -2.7% | +252.2% | +271.9% |
| All | +249.5% | -3.0% | +252.5% | +271.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 1y: compounded portfolio wealth divided by compounded CEG 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…
1y analysis · Full analysis span regression · 6 months rolling