+612.0%
MRVL vs CF
+5,277.9%
-4,665.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +6.2% | -22.6% | -18.1% |
| 7D | -38.8% | +0.4% | -39.2% | -39.2% |
| 30D | -53.5% | +2.2% | -55.7% | -54.0% |
| 3M | -36.7% | +2.1% | -38.8% | -37.9% |
| 6M | -20.8% | -6.5% | -14.3% | -21.4% |
| YTD | +57.4% | +55.6% | +1.9% | +31.0% |
| 1Y | +44.0% | +42.3% | +1.7% | +22.8% |
| 3Y | +162.2% | +55.7% | +106.5% | +112.2% |
| 5Y | +89.2% | +122.4% | -33.2% | +30.8% |
| 10Y | +1,042.7% | +568.5% | +474.1% | +414.6% |
| All | +612.0% | +5,277.9% | -4,665.9% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling