+4,893.1%
MRVL vs CME
+7,469.3%
-2,576.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 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