+134.0%
MRVL vs CLX
-22.3%
+156.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.2% | +9.1% | +9.3% |
| 7D | +5.6% | +7.8% | -2.1% | +5.6% |
| 30D | -36.5% | +28.5% | -65.0% | -36.6% |
| 3M | -20.5% | +1.3% | -21.8% | -20.0% |
| 6M | -1.1% | +23.4% | -24.5% | -1.8% |
| YTD | +99.0% | +11.4% | +87.6% | +99.9% |
| 1Y | +89.3% | +6.9% | +82.4% | +91.0% |
| 3Y | +211.6% | -9.8% | +221.4% | +215.6% |
| 5Y | +134.0% | -22.7% | +156.7% | +139.2% |
| All | +134.0% | -22.3% | +156.4% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 5y: compounded portfolio wealth divided by compounded CLX 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…
5y analysis · Full analysis span regression · 6 months rolling