+1,743.1%
MRVL vs CLF
+410.4%
+1,332.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.8% | +5.3% | +6.7% |
| 7D | +3.2% | +7.6% | -4.4% | +1.5% |
| 30D | +5.9% | -1.2% | +7.1% | +5.8% |
| 3M | -29.3% | -13.4% | -16.0% | -27.8% |
| 6M | +186.5% | +15.4% | +171.1% | +174.0% |
| YTD | +163.4% | -5.9% | +169.3% | +160.1% |
| 1Y | +249.5% | +18.8% | +230.7% | +222.3% |
| 3Y | +289.4% | -19.4% | +308.8% | +271.3% |
| 5Y | +270.2% | -47.7% | +318.0% | +275.8% |
| 10Y | +1,748.8% | +130.4% | +1,618.5% | +1,076.2% |
| All | +1,743.1% | +410.4% | +1,332.7% | +366.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling