+127.8%
MRVL vs CL
+41.5%
+86.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +23.1% | -0.8% | +23.9% | +22.7% |
| 30D | -38.8% | +9.5% | -48.3% | -35.8% |
| 3M | -24.2% | +6.6% | -30.9% | -21.0% |
| 6M | 0.0% | +13.2% | -13.2% | +7.2% |
| YTD | +93.8% | +26.9% | +67.0% | +112.8% |
| 1Y | +84.4% | +27.6% | +56.8% | +102.8% |
| 3Y | +203.6% | +39.1% | +164.5% | +203.3% |
| 5Y | +127.8% | +41.3% | +86.5% | +118.6% |
| All | +127.8% | +41.5% | +86.3% | +118.6% |
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