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  • MRVL vs CME✓SelectedUSD · CMEMRVL vs CME performance historyLatest closeAs of+7.05%09/04
Stock and ETF performance explorer

MRVL vs CME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,893.1%
CME return
+7,469.3%
Excess return
-2,576.2%
Maximum drawdown
-86.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCMEExcessAlpha
1D+7.0%-0.3%+7.3%+7.1%
7D+3.2%-1.6%+4.8%+3.8%
30D+5.9%+6.2%-0.3%+3.4%
3M-29.3%+10.4%-39.8%-32.9%
6M+186.5%-9.5%+196.0%+190.1%
YTD+163.4%+6.0%+157.4%+150.5%
1Y+249.5%+9.3%+240.2%+227.4%
3Y+289.4%+57.7%+231.7%+206.5%
5Y+270.2%+77.7%+192.6%+176.2%
10Y+1,748.8%+281.2%+1,467.6%+872.1%
All+4,893.1%+7,469.3%-2,576.2%+729.5%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling