+1,064.4%
MRVL vs CI
+1,000.8%
+63.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.3% | +6.4% |
| 7D | -28.1% | -1.6% | -26.6% | -27.8% |
| 30D | -50.4% | +5.4% | -55.8% | -51.3% |
| 3M | -32.9% | +7.3% | -40.2% | -34.6% |
| 6M | -17.9% | +5.3% | -23.2% | -20.5% |
| YTD | +66.4% | +8.5% | +58.0% | +59.5% |
| 1Y | +51.5% | +17.1% | +34.4% | +41.8% |
| 3Y | +177.9% | +1.4% | +176.5% | +158.1% |
| 5Y | +100.0% | +50.5% | +49.6% | +63.9% |
| 10Y | +1,108.1% | +168.5% | +939.6% | +704.8% |
| All | +1,064.4% | +1,000.8% | +63.5% | +349.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling