+82.7%
MRVL vs CI
+21.2%
+61.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +3.4% | -10.5% | -4.8% |
| 7D | -36.5% | +3.5% | -40.0% | -34.9% |
| 30D | -41.1% | +12.6% | -53.7% | -36.3% |
| 3M | -26.9% | +12.1% | -38.9% | -20.9% |
| 6M | -2.3% | +10.6% | -12.9% | +5.8% |
| YTD | +88.4% | +12.8% | +75.5% | +103.7% |
| 1Y | +82.7% | +18.0% | +64.7% | +109.2% |
| All | +82.7% | +21.2% | +61.5% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling