+177.9%
MRVL vs CL
+38.3%
+139.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +3.7% |
| 7D | -28.1% | +1.3% | -29.4% | -26.8% |
| 30D | -50.4% | +11.4% | -61.7% | -44.5% |
| 3M | -32.9% | +4.4% | -37.3% | -28.3% |
| 6M | -17.9% | +10.8% | -28.7% | -6.0% |
| YTD | +66.4% | +25.1% | +41.3% | +108.4% |
| 1Y | +51.5% | +28.0% | +23.6% | +93.2% |
| 3Y | +177.9% | +37.6% | +140.3% | +238.3% |
| All | +177.9% | +38.3% | +139.6% | +238.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling