+255.3%
MRVL vs CMG
-6.5%
+261.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.1% |
| 7D | +5.6% | -2.1% | +7.7% | +5.3% |
| 30D | +8.8% | +10.9% | -2.1% | +10.1% |
| 3M | -15.9% | +15.8% | -31.7% | -14.1% |
| 6M | +161.3% | +6.9% | +154.3% | +170.7% |
| YTD | +178.2% | -2.2% | +180.4% | +187.7% |
| 1Y | +255.3% | -7.1% | +262.4% | +275.2% |
| All | +255.3% | -6.5% | +261.8% | +275.2% |
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