+271.9%
MRVL vs CL
+28.4%
+243.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.5% | +8.5% | +6.5% |
| 7D | +3.2% | -2.2% | +5.4% | +2.4% |
| 30D | +5.9% | -4.8% | +10.8% | +4.4% |
| 3M | -29.3% | +4.9% | -34.2% | -27.9% |
| 6M | +186.5% | -5.7% | +192.2% | +186.4% |
| YTD | +163.4% | +14.4% | +149.1% | +174.0% |
| 1Y | +249.5% | +8.7% | +240.7% | +262.0% |
| 3Y | +289.4% | +30.0% | +259.4% | +265.2% |
| All | +271.9% | +28.4% | +243.5% | +232.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling