+1,173.1%
MRVL vs CG
+278.5%
+894.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.0% | -5.7% | -5.3% |
| 7D | +11.0% | +0.2% | +10.8% | +10.9% |
| 30D | -36.1% | +11.2% | -47.3% | -40.6% |
| 3M | -29.4% | -22.1% | -7.3% | -19.1% |
| 6M | -11.9% | -17.9% | +6.1% | -3.2% |
| YTD | +84.8% | -31.3% | +116.1% | +122.0% |
| 1Y | +79.4% | -24.0% | +103.4% | +102.1% |
| 3Y | +195.7% | +45.0% | +150.8% | +118.2% |
| 5Y | +117.2% | -22.6% | +139.8% | +123.3% |
| All | +1,173.1% | +278.5% | +894.7% | +532.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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