+1,173.1%
MRVL vs CME
+308.7%
+864.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -4.8% |
| 7D | +11.0% | +3.9% | +7.1% | +10.3% |
| 30D | -36.1% | +11.3% | -47.4% | -37.5% |
| 3M | -29.4% | +19.6% | -49.0% | -32.2% |
| 6M | -11.9% | +8.1% | -19.9% | -13.6% |
| YTD | +84.8% | +20.4% | +64.4% | +73.9% |
| 1Y | +79.4% | +16.5% | +62.9% | +70.4% |
| 3Y | +195.7% | +66.4% | +129.3% | +139.1% |
| 5Y | +117.2% | +74.5% | +42.7% | +70.0% |
| All | +1,173.1% | +308.7% | +864.4% | +673.8% |
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