+1,954.1%
MRVL vs CLS
+3,003.3%
-1,049.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +3.7% |
| 7D | +13.8% | +20.1% | -6.3% | +3.5% |
| 30D | +12.7% | +6.0% | +6.6% | +8.8% |
| 3M | -11.9% | -10.3% | -1.6% | -7.9% |
| 6M | +153.8% | +24.5% | +129.3% | +127.4% |
| YTD | +177.0% | +12.9% | +164.1% | +152.6% |
| 1Y | +252.3% | +36.7% | +215.7% | +181.0% |
| 3Y | +325.5% | +1,328.1% | -1,002.5% | +1.6% |
| 5Y | +290.9% | +3,682.3% | -3,391.4% | -38.8% |
| 10Y | +1,954.1% | +3,038.3% | -1,084.2% | +206.4% |
| All | +1,954.1% | +3,003.3% | -1,049.1% | +206.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling