+477.3%
MRVL vs CIFR
+69.8%
+407.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -8.7% | +13.0% | +5.7% |
| 7D | +13.8% | +11.3% | +2.5% | +11.4% |
| 30D | +12.7% | +3.5% | +9.2% | +11.6% |
| 3M | -11.9% | -26.6% | +14.7% | -8.5% |
| 6M | +153.8% | +18.1% | +135.7% | +145.6% |
| YTD | +177.0% | +14.5% | +162.5% | +165.2% |
| 1Y | +252.3% | +83.3% | +169.1% | +205.0% |
| 3Y | +325.5% | +461.5% | -135.9% | +179.8% |
| 5Y | +290.9% | +29.3% | +261.6% | +154.0% |
| All | +477.3% | +69.8% | +407.4% | +258.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 10y: compounded portfolio wealth divided by compounded CIFR 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…
10y analysis · Full analysis span regression · 6 months rolling