+1,235.6%
MRVL vs CME
+305.5%
+930.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +23.1% | +2.7% | +20.4% | +22.6% |
| 30D | -38.8% | +13.5% | -52.3% | -40.4% |
| 3M | -24.2% | +20.9% | -45.1% | -27.4% |
| 6M | 0.0% | +11.5% | -11.5% | -3.0% |
| YTD | +93.8% | +19.5% | +74.4% | +82.7% |
| 1Y | +84.4% | +17.2% | +67.2% | +74.6% |
| 3Y | +203.6% | +65.1% | +138.5% | +145.8% |
| 5Y | +127.8% | +73.1% | +54.7% | +78.6% |
| All | +1,235.6% | +305.5% | +930.1% | +712.9% |
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