+1,174.9%
MRVL vs CLS
+359.6%
+815.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.9% | +1.6% | +5.7% |
| 7D | -9.8% | -10.6% | +0.7% | -4.3% |
| 30D | -43.8% | -38.4% | -5.4% | -28.7% |
| 3M | -29.3% | -29.9% | +0.6% | -16.1% |
| 6M | -9.1% | -40.6% | +31.6% | +17.7% |
| YTD | +82.2% | -24.6% | +106.8% | +103.4% |
| 1Y | +70.3% | -30.8% | +101.1% | +93.4% |
| 3Y | +197.0% | +811.7% | -614.7% | -5.0% |
| 5Y | +115.8% | +1,838.4% | -1,722.7% | -50.9% |
| 10Y | +1,204.0% | +1,751.5% | -547.5% | +161.3% |
| All | +1,174.9% | +359.6% | +815.2% | +209.0% |
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