+1,173.1%
MRVL vs CFG
+216.2%
+956.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.3% | -4.9% |
| 7D | +11.0% | +3.2% | +7.8% | +9.6% |
| 30D | -36.1% | +5.1% | -41.2% | -37.4% |
| 3M | -29.4% | -11.2% | -18.2% | -25.9% |
| 6M | -11.9% | +9.6% | -21.4% | -16.1% |
| YTD | +84.8% | +15.0% | +69.8% | +71.9% |
| 1Y | +79.4% | +29.9% | +49.6% | +58.1% |
| 3Y | +195.7% | +192.1% | +3.7% | +85.2% |
| 5Y | +117.2% | +62.3% | +54.9% | +69.1% |
| All | +1,173.1% | +216.2% | +956.9% | +676.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling