+82.7%
MRVL vs CL
+33.4%
+49.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +3.3% | -10.4% | -3.1% |
| 7D | -36.5% | +7.7% | -44.2% | -29.8% |
| 30D | -41.1% | +15.2% | -56.3% | -29.4% |
| 3M | -26.9% | +7.3% | -34.2% | -17.7% |
| 6M | -2.3% | +17.0% | -19.3% | +18.9% |
| YTD | +88.4% | +28.0% | +60.4% | +151.2% |
| 1Y | +82.7% | +32.1% | +50.6% | +156.5% |
| All | +82.7% | +33.4% | +49.3% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling