+1,265.8%
MRVL vs CFG
+362.1%
+903.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.9% | +8.5% | +9.0% |
| 7D | +5.6% | -0.8% | +6.4% | +6.3% |
| 30D | -36.5% | +3.1% | -39.6% | -37.3% |
| 3M | -20.5% | -9.7% | -10.8% | -17.2% |
| 6M | -1.1% | +6.7% | -7.9% | -4.7% |
| YTD | +99.0% | +15.2% | +83.8% | +85.3% |
| 1Y | +89.3% | +28.8% | +60.5% | +67.9% |
| 3Y | +211.6% | +190.1% | +21.6% | +97.7% |
| 5Y | +134.1% | +63.4% | +70.7% | +83.3% |
| 10Y | +1,293.1% | +219.8% | +1,073.4% | +671.3% |
| All | +1,265.8% | +362.1% | +903.6% | +561.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling