+66.1%
MRVL vs CI
+15.8%
+50.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.7% | +8.8% | +9.9% |
| 7D | -9.8% | +0.1% | -9.9% | -9.6% |
| 30D | -43.8% | +4.7% | -48.5% | -42.0% |
| 3M | -29.3% | +5.2% | -34.5% | -26.4% |
| 6M | -9.1% | +3.8% | -12.9% | -4.0% |
| YTD | +82.2% | +9.2% | +73.0% | +91.4% |
| All | +66.1% | +15.8% | +50.3% | +87.3% |
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