+1,293.1%
MRVL vs CME
+297.2%
+995.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.2% | +7.1% | +8.9% |
| 7D | +5.6% | +2.5% | +3.2% | +5.2% |
| 30D | -36.5% | +13.9% | -50.4% | -38.2% |
| 3M | -20.5% | +22.4% | -42.9% | -24.0% |
| 6M | -1.1% | +12.9% | -14.0% | -4.5% |
| YTD | +99.0% | +19.6% | +79.4% | +87.5% |
| 1Y | +89.3% | +17.7% | +71.6% | +79.0% |
| 3Y | +211.6% | +65.3% | +146.3% | +152.2% |
| 5Y | +134.1% | +75.1% | +58.9% | +82.6% |
| 10Y | +1,293.1% | +305.8% | +987.3% | +750.7% |
| All | +1,293.1% | +297.2% | +995.9% | +750.7% |
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