+107.4%
MRVL vs CEG
+666.0%
-558.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.8% | -3.9% | -4.3% |
| 7D | +11.0% | +12.1% | -1.1% | +5.0% |
| 30D | -36.1% | +0.2% | -36.3% | -36.0% |
| 3M | -29.4% | +0.7% | -30.1% | -29.4% |
| 6M | -11.9% | +2.2% | -14.1% | -12.3% |
| YTD | +84.8% | -20.3% | +105.1% | +100.7% |
| 1Y | +79.4% | -16.1% | +95.5% | +89.5% |
| 3Y | +195.7% | +134.7% | +61.1% | +85.8% |
| All | +107.4% | +666.0% | -558.6% | -0.9% |
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