+1,292.0%
MRVL vs CLF
+436.5%
+855.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.2% | +7.2% | +8.9% |
| 7D | +5.6% | +2.3% | +3.3% | +5.5% |
| 30D | -36.5% | +1.9% | -38.4% | -36.7% |
| 3M | -20.5% | +5.9% | -26.4% | -21.7% |
| 6M | -1.1% | +16.9% | -18.1% | -5.1% |
| YTD | +99.0% | -1.1% | +100.0% | +94.3% |
| 1Y | +89.3% | +28.8% | +60.5% | +74.4% |
| 3Y | +211.6% | -20.6% | +232.2% | +198.7% |
| 5Y | +134.0% | -41.5% | +175.6% | +133.5% |
| 10Y | +1,293.1% | +87.5% | +1,205.6% | +833.1% |
| All | +1,292.0% | +436.5% | +855.5% | +248.4% |
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