+1,174.9%
MRVL vs CI
+1,008.4%
+166.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.7% | +8.8% | +9.3% |
| 7D | -9.8% | +0.1% | -9.9% | -9.9% |
| 30D | -43.8% | +4.7% | -48.5% | -44.7% |
| 3M | -29.3% | +5.2% | -34.5% | -30.7% |
| 6M | -9.1% | +3.8% | -12.9% | -11.6% |
| YTD | +82.2% | +9.2% | +73.0% | +74.4% |
| 1Y | +70.3% | +14.3% | +56.1% | +60.6% |
| 3Y | +197.0% | +8.4% | +188.6% | +170.7% |
| 5Y | +115.8% | +50.0% | +65.7% | +77.0% |
| 10Y | +1,204.0% | +142.2% | +1,061.8% | +794.6% |
| All | +1,174.9% | +1,008.4% | +166.5% | +390.8% |
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 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