+652.8%
MRVL vs CF
+5,315.1%
-4,662.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.5% |
| 7D | -28.1% | -3.2% | -24.9% | -27.6% |
| 30D | -50.4% | +4.3% | -54.7% | -51.2% |
| 3M | -32.9% | +2.8% | -35.7% | -34.3% |
| 6M | -17.9% | +0.6% | -18.6% | -20.1% |
| YTD | +66.4% | +56.6% | +9.8% | +38.2% |
| 1Y | +51.5% | +49.6% | +1.9% | +27.4% |
| 3Y | +177.9% | +61.5% | +116.4% | +122.5% |
| 5Y | +100.0% | +124.0% | -23.9% | +38.0% |
| 10Y | +1,108.1% | +573.2% | +535.0% | +443.1% |
| All | +652.8% | +5,315.1% | -4,662.3% | +26.9% |
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