+104.5%
MRVL vs CEG
+654.8%
-550.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +10.5% | -1.0% | +4.3% |
| 7D | -9.8% | +7.3% | -17.1% | -12.6% |
| 30D | -43.8% | -7.4% | -36.5% | -41.5% |
| 3M | -29.3% | +2.5% | -31.8% | -29.8% |
| 6M | -9.1% | -8.8% | -0.3% | -4.9% |
| YTD | +82.2% | -21.5% | +103.7% | +99.4% |
| 1Y | +70.3% | -22.5% | +92.9% | +87.2% |
| 3Y | +197.0% | +133.3% | +63.7% | +87.2% |
| All | +104.5% | +654.8% | -550.2% | -1.5% |
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