+96.9%
MRVL vs CI
+49.9%
+47.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.3% | +5.6% |
| 7D | -28.1% | -1.6% | -26.6% | -28.1% |
| 30D | -50.4% | +5.4% | -55.8% | -50.3% |
| 3M | -32.9% | +7.3% | -40.2% | -32.9% |
| 6M | -17.9% | +5.3% | -23.2% | -18.1% |
| YTD | +66.4% | +8.5% | +58.0% | +65.6% |
| 1Y | +51.5% | +17.1% | +34.4% | +49.7% |
| 3Y | +177.9% | +1.4% | +176.5% | +169.0% |
| All | +96.9% | +49.9% | +47.0% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling