+298.8%
MRVL vs CLS
+1,245.2%
-946.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.8% | +6.2% | +6.6% |
| 7D | +3.2% | +4.6% | -1.4% | +0.3% |
| 30D | +5.9% | -13.9% | +19.8% | +13.2% |
| 3M | -29.3% | -26.6% | -2.8% | -17.2% |
| 6M | +186.5% | +15.4% | +171.1% | +165.1% |
| YTD | +163.4% | +5.7% | +157.8% | +148.4% |
| 1Y | +249.5% | +41.1% | +208.4% | +166.8% |
| All | +298.8% | +1,245.2% | -946.4% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling