+171.3%
MRVL vs CME
+62.7%
+108.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.2% | +5.4% |
| 7D | -28.1% | +0.9% | -29.0% | -27.4% |
| 30D | -50.4% | +13.2% | -63.6% | -44.8% |
| 3M | -32.9% | +16.3% | -49.2% | -23.4% |
| 6M | -17.9% | +7.1% | -25.1% | -6.7% |
| YTD | +66.4% | +15.8% | +50.6% | +96.9% |
| 1Y | +51.5% | +17.1% | +34.5% | +80.7% |
| All | +171.3% | +62.7% | +108.5% | +271.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling