+88.2%
MRVL vs CME
+16.4%
+71.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.7% |
| 7D | +23.1% | +2.7% | +20.4% | +26.8% |
| 30D | -38.8% | +13.5% | -52.3% | -28.5% |
| 3M | -24.2% | +20.9% | -45.1% | -4.6% |
| 6M | 0.0% | +11.5% | -11.5% | +26.0% |
| YTD | +93.8% | +19.5% | +74.4% | +149.9% |
| All | +88.2% | +16.4% | +71.8% | +136.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling