+82.7%
MRVL vs CMS
+1.4%
+81.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.4% | -8.5% | -5.9% |
| 7D | -36.5% | +4.1% | -40.6% | -34.1% |
| 30D | -41.1% | +10.9% | -51.9% | -36.5% |
| 3M | -26.9% | -0.2% | -26.6% | -26.4% |
| 6M | -2.3% | -4.7% | +2.4% | -3.0% |
| YTD | +88.4% | +3.9% | +84.5% | +91.0% |
| 1Y | +82.7% | +0.4% | +82.4% | +81.1% |
| All | +82.7% | +1.4% | +81.4% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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