+82.7%
MRVL vs CLS
-28.7%
+111.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -9.1% | +2.0% | -2.1% |
| 7D | -36.5% | -21.1% | -15.4% | -27.3% |
| 30D | -41.1% | -38.2% | -2.9% | -23.6% |
| 3M | -26.9% | -36.3% | +9.4% | -7.7% |
| 6M | -2.3% | -43.8% | +41.5% | +31.9% |
| YTD | +88.4% | -20.0% | +108.4% | +123.9% |
| 1Y | +82.7% | -29.6% | +112.3% | +124.8% |
| All | +82.7% | -28.7% | +111.5% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling