+195.7%
MRVL vs CIFR
+129.4%
+66.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | -3.7% |
| 7D | +11.0% | +4.8% | +6.2% | +9.9% |
| 30D | -36.1% | -31.0% | -5.1% | -30.6% |
| 3M | -29.4% | -58.7% | +29.3% | -14.9% |
| 6M | -11.9% | -67.7% | +55.8% | +11.2% |
| YTD | +84.8% | -53.5% | +138.3% | +112.9% |
| 1Y | +79.4% | -54.1% | +133.5% | +105.3% |
| 3Y | +195.7% | +138.2% | +57.6% | +134.9% |
| All | +195.7% | +129.4% | +66.3% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling