+285.6%
MRVL vs CMG
-4.8%
+290.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +5.6% | -2.1% | +7.7% | +6.6% |
| 30D | +8.8% | +10.9% | -2.1% | +2.8% |
| 3M | -15.9% | +15.8% | -31.7% | -24.4% |
| 6M | +161.3% | +6.9% | +154.3% | +140.8% |
| YTD | +178.2% | -2.2% | +180.4% | +167.1% |
| 1Y | +255.3% | -7.1% | +262.4% | +242.7% |
| 3Y | +323.1% | -7.1% | +330.2% | +270.4% |
| All | +285.6% | -4.8% | +290.4% | +220.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling