+1,837.5%
MRVL vs CMI
+13,458.4%
-11,620.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.2% | +5.5% | +4.9% |
| 7D | +13.8% | +0.7% | +13.1% | +13.4% |
| 30D | +12.7% | -12.3% | +25.0% | +21.1% |
| 3M | -11.9% | -16.8% | +4.9% | -1.5% |
| 6M | +153.8% | +1.5% | +152.3% | +159.0% |
| YTD | +177.0% | +9.8% | +167.2% | +168.8% |
| 1Y | +252.3% | +42.6% | +209.8% | +198.0% |
| 3Y | +325.5% | +151.0% | +174.6% | +173.6% |
| 5Y | +290.9% | +167.0% | +123.9% | +146.3% |
| 10Y | +1,954.1% | +512.2% | +1,442.0% | +733.0% |
| All | +1,837.5% | +13,458.4% | -11,620.8% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling