+249.5%
MRVL vs CMI
+45.0%
+204.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.8% | +4.3% | +4.3% |
| 7D | +3.2% | -0.7% | +3.9% | +4.0% |
| 30D | +5.9% | -13.4% | +19.4% | +22.3% |
| 3M | -29.3% | -17.0% | -12.3% | -13.4% |
| 6M | +186.5% | -1.6% | +188.1% | +214.2% |
| YTD | +163.4% | +11.0% | +152.5% | +160.3% |
| 1Y | +249.5% | +41.9% | +207.6% | +232.1% |
| All | +249.5% | +45.0% | +204.5% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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