+89.3%
MRVL vs CL
+27.4%
+61.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.1% | +9.4% | +9.2% |
| 7D | +5.6% | -0.8% | +6.4% | +4.6% |
| 30D | -36.5% | +9.5% | -46.0% | -28.0% |
| 3M | -20.5% | +6.8% | -27.2% | -11.3% |
| 6M | -1.1% | +14.3% | -15.4% | +18.3% |
| YTD | +99.0% | +27.0% | +72.0% | +160.1% |
| 1Y | +89.3% | +26.3% | +63.0% | +147.9% |
| All | +89.3% | +27.4% | +61.9% | +147.9% |
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 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