+1,739.2%
MRVL vs CG
+351.2%
+1,388.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.6% | +8.7% | +7.9% |
| 7D | +3.2% | -4.3% | +7.5% | +5.5% |
| 30D | +5.9% | -5.1% | +11.0% | +8.3% |
| 3M | -29.3% | +8.7% | -38.0% | -33.0% |
| 6M | +186.5% | -9.2% | +195.7% | +195.4% |
| YTD | +163.4% | -18.9% | +182.3% | +185.8% |
| 1Y | +249.5% | -25.6% | +275.1% | +294.0% |
| 3Y | +289.4% | +57.3% | +232.1% | +197.1% |
| 5Y | +270.2% | +10.2% | +260.1% | +231.0% |
| 10Y | +1,748.8% | +364.2% | +1,384.6% | +898.6% |
| All | +1,739.2% | +351.2% | +1,388.0% | +816.7% |
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