+285.6%
MRVL vs CMI
+164.8%
+120.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +2.8% |
| 7D | +5.6% | -0.7% | +6.3% | +6.3% |
| 30D | +8.8% | -12.4% | +21.2% | +23.7% |
| 3M | -15.9% | -14.8% | -1.1% | -0.5% |
| 6M | +161.3% | +0.8% | +160.5% | +170.9% |
| YTD | +178.2% | +10.2% | +168.0% | +159.5% |
| 1Y | +255.3% | +37.4% | +217.9% | +168.4% |
| 3Y | +323.1% | +153.3% | +169.8% | +84.1% |
| All | +285.6% | +164.8% | +120.8% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling