+171.3%
MRVL vs CEG
+109.6%
+61.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.3% | +1.4% | +3.6% |
| 7D | -28.1% | -4.7% | -23.4% | -26.0% |
| 30D | -50.4% | -16.6% | -33.8% | -45.6% |
| 3M | -32.9% | -4.1% | -28.8% | -31.2% |
| 6M | -17.9% | -22.3% | +4.4% | -7.4% |
| YTD | +66.4% | -28.9% | +95.4% | +91.2% |
| 1Y | +51.5% | -28.5% | +80.0% | +73.0% |
| All | +171.3% | +109.6% | +61.7% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling