+1,091.6%
MRVL vs CF
+5,948.3%
-4,856.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -3.2% | +10.3% | +7.9% |
| 7D | +3.2% | +6.0% | -2.8% | +1.3% |
| 30D | +5.9% | +14.8% | -8.9% | +1.3% |
| 3M | -29.3% | +14.1% | -43.4% | -32.7% |
| 6M | +186.5% | +28.5% | +158.0% | +156.1% |
| YTD | +163.4% | +74.9% | +88.5% | +113.8% |
| 1Y | +249.5% | +61.7% | +187.8% | +189.3% |
| 3Y | +289.4% | +80.3% | +209.0% | +203.7% |
| 5Y | +270.2% | +226.0% | +44.3% | +128.5% |
| 10Y | +1,748.8% | +569.9% | +1,179.0% | +737.5% |
| All | +1,091.6% | +5,948.3% | -4,856.7% | +96.3% |
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