+1,224.2%
MRVL vs CME
+301.9%
+922.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | -10.2% | +1.7% | -11.9% | -10.5% |
| 30D | -43.9% | +10.2% | -54.1% | -45.1% |
| 3M | -26.0% | +17.8% | -43.7% | -28.7% |
| 6M | -9.2% | +11.0% | -20.2% | -12.0% |
| YTD | +82.0% | +17.0% | +64.9% | +72.2% |
| 1Y | +65.9% | +15.8% | +50.1% | +57.2% |
| 3Y | +185.0% | +61.8% | +123.3% | +131.8% |
| 5Y | +121.5% | +72.5% | +49.0% | +73.2% |
| 10Y | +1,224.2% | +288.0% | +936.2% | +724.1% |
| All | +1,224.2% | +301.9% | +922.3% | +724.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling