+694.7%
MRVL vs CMG
+4,006.7%
-3,312.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.6% | +8.7% | +7.6% |
| 7D | +3.2% | -2.8% | +6.0% | +4.2% |
| 30D | +5.9% | +7.1% | -1.2% | +2.9% |
| 3M | -29.3% | +31.2% | -60.5% | -37.6% |
| 6M | +186.5% | +0.7% | +185.8% | +176.1% |
| YTD | +163.4% | -0.1% | +163.6% | +153.7% |
| 1Y | +249.5% | -10.7% | +260.2% | +246.2% |
| 3Y | +289.4% | -4.7% | +294.0% | +273.2% |
| 5Y | +270.2% | -3.8% | +274.0% | +254.6% |
| 10Y | +1,748.8% | +352.5% | +1,396.3% | +913.2% |
| All | +694.7% | +4,006.7% | -3,312.0% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling