+271.9%
MRVL vs CI
+42.7%
+229.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.3% | +8.4% | +7.1% |
| 7D | +3.2% | +1.3% | +1.9% | +3.2% |
| 30D | +5.9% | +4.4% | +1.5% | +5.9% |
| 3M | -29.3% | +0.7% | -30.0% | -29.5% |
| 6M | +186.5% | +0.3% | +186.1% | +185.4% |
| YTD | +163.4% | +3.8% | +159.6% | +161.8% |
| 1Y | +249.5% | -5.5% | +255.0% | +250.2% |
| 3Y | +289.4% | +8.1% | +281.2% | +257.7% |
| All | +271.9% | +42.7% | +229.2% | +173.8% |
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