+210.3%
MRVL vs CMS
+37.0%
+173.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -3.0% |
| 7D | +23.1% | -1.3% | +24.4% | +22.1% |
| 30D | -38.8% | +5.3% | -44.1% | -36.4% |
| 3M | -24.2% | -0.3% | -23.9% | -23.9% |
| 6M | 0.0% | -4.0% | +4.1% | -1.0% |
| YTD | +93.8% | +2.1% | +91.7% | +99.0% |
| 1Y | +84.4% | -4.7% | +89.1% | +82.0% |
| All | +210.3% | +37.0% | +173.3% | +243.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling