+701.3%
MRVL vs CMG
+4,006.7%
-3,305.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +7.1% | -1.5% | +8.6% | +7.6% |
| 30D | +3.1% | +12.7% | -9.7% | -1.7% |
| 3M | -21.9% | +26.3% | -48.2% | -29.8% |
| 6M | +151.8% | +4.5% | +147.4% | +140.0% |
| YTD | +165.6% | -0.1% | +165.7% | +155.8% |
| 1Y | +242.3% | -6.8% | +249.0% | +233.5% |
| 3Y | +308.2% | -5.0% | +313.2% | +291.7% |
| 5Y | +280.4% | -3.0% | +283.4% | +263.4% |
| 10Y | +1,832.5% | +323.6% | +1,509.0% | +984.5% |
| All | +701.3% | +4,006.7% | -3,305.4% | +85.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling