+271.9%
MRVL vs CMS
+23.4%
+248.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.2% | +7.2% | +7.0% |
| 7D | +3.2% | +0.4% | +2.8% | +3.2% |
| 30D | +5.9% | -3.6% | +9.5% | +5.5% |
| 3M | -29.3% | -1.9% | -27.4% | -29.8% |
| 6M | +186.5% | -11.0% | +197.5% | +184.4% |
| YTD | +163.4% | +0.2% | +163.2% | +162.0% |
| 1Y | +249.5% | -1.3% | +250.8% | +247.3% |
| 3Y | +289.4% | +35.9% | +253.4% | +259.3% |
| All | +271.9% | +23.4% | +248.5% | +231.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling