+82.7%
MRVL vs CFG
+34.2%
+48.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.4% | -9.5% | -7.9% |
| 7D | -36.5% | +1.8% | -38.3% | -36.9% |
| 30D | -41.1% | +3.3% | -44.4% | -41.8% |
| 3M | -26.9% | -9.8% | -17.0% | -23.8% |
| 6M | -2.3% | +5.2% | -7.5% | -8.6% |
| YTD | +88.4% | +16.1% | +72.3% | +61.1% |
| 1Y | +82.7% | +33.7% | +49.1% | +37.0% |
| All | +82.7% | +34.2% | +48.5% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling