+96.9%
MRVL vs CF
+120.6%
-23.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.7% |
| 7D | -28.1% | -3.2% | -24.9% | -27.9% |
| 30D | -50.4% | +4.3% | -54.7% | -50.6% |
| 3M | -32.9% | +2.8% | -35.7% | -33.4% |
| 6M | -17.9% | +0.6% | -18.6% | -18.7% |
| YTD | +66.4% | +56.6% | +9.8% | +47.1% |
| 1Y | +51.5% | +49.6% | +1.9% | +35.1% |
| 3Y | +177.9% | +61.5% | +116.4% | +137.4% |
| All | +96.9% | +120.6% | -23.7% | +61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling