+1,042.5%
MRVL vs CFG
+347.0%
+695.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.7% | +6.1% |
| 7D | -28.1% | -0.9% | -27.2% | -27.8% |
| 30D | -50.4% | +1.1% | -51.5% | -50.6% |
| 3M | -32.9% | -12.0% | -20.9% | -29.4% |
| 6M | -17.9% | -2.2% | -15.7% | -17.9% |
| YTD | +66.4% | +11.4% | +55.0% | +57.1% |
| 1Y | +51.5% | +27.8% | +23.7% | +34.7% |
| 3Y | +177.9% | +173.3% | +4.6% | +80.5% |
| 5Y | +100.0% | +62.4% | +37.6% | +57.3% |
| 10Y | +1,108.1% | +249.6% | +858.6% | +548.7% |
| All | +1,042.5% | +347.0% | +695.4% | +460.9% |
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 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