+1,173.1%
MRVL vs CLF
+74.2%
+1,099.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.2% | -1.5% | -3.9% |
| 7D | +11.0% | +10.4% | +0.6% | +8.4% |
| 30D | -36.1% | +0.6% | -36.6% | -36.1% |
| 3M | -29.4% | +4.1% | -33.5% | -30.4% |
| 6M | -11.9% | +15.1% | -27.0% | -15.5% |
| YTD | +84.8% | -4.7% | +89.5% | +81.5% |
| 1Y | +79.4% | +20.4% | +59.1% | +66.1% |
| 3Y | +195.7% | -23.4% | +219.1% | +182.2% |
| 5Y | +117.2% | -43.3% | +160.5% | +116.0% |
| All | +1,173.1% | +74.2% | +1,099.0% | +769.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling