+1,064.4%
MRVL vs CLF
+367.9%
+696.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +5.4% |
| 7D | -28.1% | -19.6% | -8.5% | -24.4% |
| 30D | -50.4% | -5.0% | -45.4% | -49.8% |
| 3M | -32.9% | -6.3% | -26.6% | -32.2% |
| 6M | -17.9% | +2.8% | -20.7% | -19.0% |
| YTD | +66.4% | -13.7% | +80.1% | +67.3% |
| 1Y | +51.5% | +13.6% | +38.0% | +43.3% |
| 3Y | +177.9% | -34.0% | +211.9% | +176.9% |
| 5Y | +100.0% | -48.7% | +148.8% | +105.2% |
| 10Y | +1,108.1% | +113.4% | +994.7% | +687.3% |
| All | +1,064.4% | +367.9% | +696.5% | +200.0% |
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