+198.2%
MRVL vs CEG
+717.5%
-519.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +7.1% | +6.7% | +0.5% | +3.8% |
| 30D | +3.1% | +11.0% | -7.9% | -1.8% |
| 3M | -21.9% | +19.5% | -41.4% | -28.0% |
| 6M | +151.8% | -5.9% | +157.7% | +155.6% |
| YTD | +165.6% | -15.0% | +180.6% | +179.3% |
| 1Y | +242.3% | +0.6% | +241.6% | +226.8% |
| 3Y | +308.2% | +180.6% | +127.5% | +134.0% |
| All | +198.2% | +717.5% | -519.4% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling