+1,954.1%
MRVL vs CG
+324.5%
+1,629.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.0% | +8.3% | +6.7% |
| 7D | +13.8% | -6.4% | +20.2% | +18.2% |
| 30D | +12.7% | -7.1% | +19.7% | +16.9% |
| 3M | -11.9% | -1.6% | -10.3% | -12.1% |
| 6M | +153.8% | -8.3% | +162.2% | +161.9% |
| YTD | +177.0% | -23.8% | +200.8% | +215.1% |
| 1Y | +252.3% | -28.7% | +281.1% | +313.6% |
| 3Y | +325.5% | +49.2% | +276.4% | +211.2% |
| 5Y | +290.9% | +5.5% | +285.4% | +244.0% |
| 10Y | +1,954.1% | +331.2% | +1,622.9% | +869.9% |
| All | +1,954.1% | +324.5% | +1,629.6% | +869.9% |
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