+1,743.1%
MRVL vs CLS
+544.0%
+1,199.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.8% | +6.2% | +6.7% |
| 7D | +3.2% | +4.6% | -1.4% | +0.6% |
| 30D | +5.9% | -13.9% | +19.8% | +12.4% |
| 3M | -29.3% | -26.6% | -2.8% | -18.3% |
| 6M | +186.5% | +15.4% | +171.1% | +165.0% |
| YTD | +163.4% | +5.7% | +157.8% | +148.5% |
| 1Y | +249.5% | +41.1% | +208.4% | +176.9% |
| 3Y | +289.4% | +1,228.6% | -939.2% | +2.8% |
| 5Y | +270.2% | +3,240.6% | -2,970.4% | -35.7% |
| 10Y | +1,748.8% | +2,760.3% | -1,011.5% | +198.1% |
| All | +1,743.1% | +544.0% | +1,199.0% | +277.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling