+290.9%
MRVL vs CME
+76.2%
+214.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.8% | +5.1% | +4.2% |
| 7D | +13.8% | -0.6% | +14.5% | +13.7% |
| 30D | +12.7% | +4.7% | +8.0% | +13.4% |
| 3M | -11.9% | +7.8% | -19.8% | -10.5% |
| 6M | +153.8% | -11.0% | +164.8% | +161.2% |
| YTD | +177.0% | +4.0% | +172.9% | +178.6% |
| 1Y | +252.3% | +9.1% | +243.2% | +251.3% |
| 3Y | +325.5% | +52.3% | +273.3% | +266.9% |
| 5Y | +290.9% | +76.1% | +214.8% | +194.6% |
| All | +290.9% | +76.2% | +214.7% | +194.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling