+1,925.8%
MRVL vs CMG
+327.5%
+1,598.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +5.6% | -2.1% | +7.7% | +6.4% |
| 30D | +8.8% | +10.9% | -2.1% | +3.8% |
| 3M | -15.9% | +15.8% | -31.7% | -22.7% |
| 6M | +161.3% | +6.9% | +154.3% | +144.6% |
| YTD | +178.2% | -2.2% | +180.4% | +169.0% |
| 1Y | +255.3% | -7.1% | +262.4% | +245.2% |
| 3Y | +323.1% | -7.1% | +330.2% | +305.2% |
| 5Y | +293.2% | -4.8% | +298.0% | +264.7% |
| All | +1,925.8% | +327.5% | +1,598.3% | +1,212.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling