+197.0%
MRVL vs CG
+52.0%
+145.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +6.6% | +2.9% | +5.6% |
| 7D | -9.8% | +3.0% | -12.9% | -11.0% |
| 30D | -43.8% | +10.1% | -54.0% | -47.2% |
| 3M | -29.3% | -10.8% | -18.5% | -25.1% |
| 6M | -9.1% | -15.2% | +6.1% | -1.5% |
| YTD | +82.2% | -26.9% | +109.1% | +113.7% |
| 1Y | +70.3% | -17.0% | +87.4% | +81.4% |
| 3Y | +197.0% | +54.6% | +142.4% | +92.0% |
| All | +197.0% | +52.0% | +145.0% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling