+252.3%
MRVL vs CME
+9.3%
+243.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +3.5% |
| 7D | +13.8% | -0.6% | +14.5% | +13.1% |
| 30D | +12.7% | +4.7% | +8.0% | +18.4% |
| 3M | -11.9% | +7.8% | -19.8% | -2.4% |
| 6M | +153.8% | -11.0% | +164.8% | +163.5% |
| YTD | +177.0% | +4.0% | +172.9% | +197.2% |
| 1Y | +252.3% | +9.1% | +243.2% | +279.2% |
| All | +252.3% | +9.3% | +243.0% | +279.2% |
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