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  • MRVL vs CMS✓SelectedUSD · CMSMRVL vs CMS performance historyLatest closeAs of+0.83%09/08
Stock and ETF performance explorer

MRVL vs CMS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,832.5%
CMS return
+117.1%
Excess return
+1,715.4%
Maximum drawdown
-61.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-08 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioCMSExcessAlpha
1D+0.8%+0.5%+0.3%+0.8%
7D+7.1%+1.2%+5.9%+7.0%
30D+3.1%-3.2%+6.2%+3.5%
3M-21.9%-2.2%-19.7%-22.1%
6M+151.8%-9.4%+161.3%+154.1%
YTD+165.6%+0.7%+165.0%+163.4%
1Y+242.3%+0.4%+241.9%+238.9%
3Y+308.2%+35.2%+273.0%+268.9%
5Y+280.4%+24.1%+256.2%+248.9%
10Y+1,832.5%+115.8%+1,716.7%+1,547.2%
All+1,832.5%+117.1%+1,715.4%+1,547.2%

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 2016-09-08 to 2026-09-08: 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…

2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling