+1,052.0%
MRVL vs CLBK
+67.9%
+984.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +7.0% | +7.0% |
| 7D | +3.2% | +1.2% | +2.0% | +2.7% |
| 30D | +5.9% | +9.1% | -3.2% | +2.2% |
| 3M | -29.3% | +27.7% | -57.0% | -36.3% |
| 6M | +186.5% | +40.8% | +145.7% | +148.6% |
| YTD | +163.4% | +66.4% | +97.1% | +112.9% |
| 1Y | +249.5% | +72.4% | +177.1% | +177.2% |
| 3Y | +289.4% | +50.7% | +238.7% | +218.8% |
| 5Y | +270.2% | +42.9% | +227.3% | +191.3% |
| All | +1,052.0% | +67.9% | +984.1% | +693.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling