+97.1%
MRVL vs CME
+71.3%
+25.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.2% | +5.6% |
| 7D | -28.1% | +0.9% | -29.0% | -27.9% |
| 30D | -50.4% | +13.2% | -63.6% | -49.1% |
| 3M | -32.9% | +16.3% | -49.2% | -30.9% |
| 6M | -17.9% | +7.1% | -25.1% | -14.2% |
| YTD | +66.4% | +15.8% | +50.6% | +71.8% |
| 1Y | +51.5% | +17.1% | +34.5% | +56.1% |
| 3Y | +177.9% | +63.2% | +114.7% | +152.9% |
| All | +97.1% | +71.3% | +25.8% | +67.7% |
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