+79.4%
MRVL vs CLS
-26.6%
+106.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.4% | +0.7% | -1.5% |
| 7D | +11.0% | +16.3% | -5.3% | +1.8% |
| 30D | -36.1% | -25.7% | -10.4% | -24.3% |
| 3M | -29.4% | -30.9% | +1.4% | -13.3% |
| 6M | -11.9% | -35.5% | +23.6% | +14.7% |
| YTD | +84.8% | -18.7% | +103.5% | +120.5% |
| 1Y | +79.4% | -17.9% | +97.3% | +111.6% |
| All | +79.4% | -26.6% | +106.0% | +111.6% |
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