+104.3%
MRVL vs CEG
+632.0%
-527.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +1.4% |
| 7D | -10.2% | +1.7% | -11.9% | -10.7% |
| 30D | -43.9% | -10.2% | -33.7% | -40.7% |
| 3M | -26.0% | -0.8% | -25.1% | -25.4% |
| 6M | -9.2% | -11.5% | +2.3% | -3.6% |
| YTD | +82.0% | -23.9% | +105.9% | +102.2% |
| 1Y | +65.9% | -25.4% | +91.3% | +85.6% |
| 3Y | +185.0% | +124.2% | +60.9% | +83.1% |
| All | +104.3% | +632.0% | -527.7% | -0.2% |
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