+118.8%
MRVL vs CLBK
+27.8%
+91.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.1% | -4.5% |
| 7D | +11.0% | +0.9% | +10.1% | +10.8% |
| 30D | -36.1% | +3.4% | -39.5% | -36.9% |
| 3M | -29.4% | -4.3% | -25.2% | -28.6% |
| 6M | -11.9% | +28.4% | -40.2% | -19.7% |
| YTD | +84.8% | +59.4% | +25.4% | +55.5% |
| 1Y | +79.4% | +64.8% | +14.6% | +49.3% |
| 3Y | +195.7% | +50.6% | +145.2% | +149.1% |
| All | +118.8% | +27.8% | +91.1% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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