+1,253.3%
MRVL vs CG
+278.1%
+975.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -0.4% |
| 7D | +23.1% | -1.5% | +24.6% | +24.1% |
| 30D | -38.8% | +5.7% | -44.5% | -40.8% |
| 3M | -24.2% | -17.9% | -6.4% | -17.1% |
| 6M | 0.0% | -20.2% | +20.2% | +10.1% |
| YTD | +93.8% | -32.0% | +125.8% | +128.6% |
| 1Y | +84.4% | -27.0% | +111.4% | +109.5% |
| 3Y | +203.6% | +42.8% | +160.8% | +142.5% |
| 5Y | +127.8% | -23.4% | +151.3% | +138.3% |
| 10Y | +1,257.2% | +278.2% | +979.0% | +702.9% |
| All | +1,253.3% | +278.1% | +975.2% | +633.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling