+1,758.8%
MRVL vs CL
+50.5%
+1,708.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.5% | +8.5% | +7.2% |
| 7D | +3.2% | -2.2% | +5.4% | +3.4% |
| 30D | +5.9% | -4.8% | +10.8% | +6.4% |
| 3M | -29.3% | +4.9% | -34.2% | -30.5% |
| 6M | +186.5% | -5.7% | +192.2% | +187.4% |
| YTD | +163.4% | +14.4% | +149.1% | +153.6% |
| 1Y | +249.5% | +8.7% | +240.7% | +239.3% |
| 3Y | +289.4% | +30.0% | +259.4% | +234.5% |
| 5Y | +270.2% | +28.4% | +241.9% | +216.0% |
| All | +1,758.8% | +50.5% | +1,708.4% | +1,395.3% |
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