+210.9%
MRVL vs CEG
+703.5%
-492.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +5.1% |
| 7D | +13.8% | +1.3% | +12.5% | +13.1% |
| 30D | +12.7% | +8.8% | +3.8% | +8.4% |
| 3M | -11.9% | +17.0% | -28.9% | -17.9% |
| 6M | +153.8% | -8.7% | +162.6% | +161.3% |
| YTD | +177.0% | -16.4% | +193.4% | +193.5% |
| 1Y | +252.3% | -1.8% | +254.1% | +240.2% |
| 3Y | +325.5% | +175.8% | +149.8% | +145.9% |
| All | +210.9% | +703.5% | -492.6% | +44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling