+1,235.6%
MRVL vs CL
+84.7%
+1,150.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +23.1% | -0.8% | +23.9% | +23.2% |
| 30D | -38.8% | +9.5% | -48.3% | -39.2% |
| 3M | -24.2% | +6.6% | -30.9% | -24.5% |
| 6M | 0.0% | +13.2% | -13.2% | -1.8% |
| YTD | +93.8% | +26.9% | +67.0% | +85.5% |
| 1Y | +84.4% | +27.6% | +56.8% | +76.1% |
| 3Y | +203.6% | +39.1% | +164.5% | +164.1% |
| 5Y | +127.8% | +41.3% | +86.5% | +94.4% |
| All | +1,235.6% | +84.7% | +1,150.9% | +918.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling