+162.8%
MRVL vs CF
+56.6%
+106.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +6.2% | -22.6% | -16.1% |
| 7D | -38.8% | +0.4% | -39.2% | -38.7% |
| 30D | -53.5% | +2.2% | -55.7% | -53.3% |
| 3M | -36.7% | +2.1% | -38.8% | -36.5% |
| 6M | -20.8% | -6.5% | -14.3% | -20.4% |
| YTD | +57.4% | +55.6% | +1.9% | +41.9% |
| 1Y | +44.0% | +42.3% | +1.7% | +32.1% |
| All | +162.8% | +56.6% | +106.2% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling