+82.7%
MRVL vs CMG
+12.0%
+70.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +5.8% | -12.9% | -4.9% |
| 7D | -36.5% | +22.5% | -59.0% | -31.4% |
| 30D | -41.1% | +14.1% | -55.2% | -37.4% |
| 3M | -26.9% | +4.1% | -31.0% | -24.3% |
| 6M | -2.3% | +10.1% | -12.4% | +6.2% |
| YTD | +88.4% | -4.9% | +93.2% | +101.6% |
| 1Y | +82.7% | +10.9% | +71.8% | +92.8% |
| All | +82.7% | +12.0% | +70.8% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling