+1,224.2%
MRVL vs CF
+494.2%
+730.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.7% |
| 7D | -10.2% | +4.8% | -15.0% | -11.4% |
| 30D | -43.9% | +9.7% | -53.6% | -45.3% |
| 3M | -26.0% | +1.2% | -27.2% | -26.8% |
| 6M | -9.2% | +7.4% | -16.6% | -12.6% |
| YTD | +82.0% | +60.5% | +21.5% | +51.5% |
| 1Y | +65.9% | +50.7% | +15.1% | +40.4% |
| 3Y | +185.0% | +64.8% | +120.2% | +128.4% |
| 5Y | +121.5% | +115.8% | +5.7% | +54.6% |
| 10Y | +1,224.2% | +481.0% | +743.1% | +499.4% |
| All | +1,224.2% | +494.2% | +730.0% | +499.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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