+65.9%
MRVL vs CEG
-26.7%
+92.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +1.4% |
| 7D | -10.2% | +1.7% | -11.9% | -10.9% |
| 30D | -43.9% | -10.2% | -33.7% | -41.0% |
| 3M | -26.0% | -0.8% | -25.1% | -25.3% |
| 6M | -9.2% | -11.5% | +2.3% | -6.5% |
| YTD | +82.0% | -23.9% | +105.9% | +94.0% |
| 1Y | +65.9% | -25.4% | +91.3% | +78.1% |
| All | +65.9% | -26.7% | +92.6% | +78.1% |
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