+118.8%
MRVL vs CMS
+36.3%
+82.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.7% | -6.4% | -4.4% |
| 7D | +11.0% | +1.7% | +9.3% | +11.3% |
| 30D | -36.1% | +6.2% | -42.3% | -35.5% |
| 3M | -29.4% | +0.6% | -30.1% | -29.2% |
| 6M | -11.9% | -1.8% | -10.1% | -11.9% |
| YTD | +84.8% | +3.8% | +80.9% | +84.9% |
| 1Y | +79.4% | -1.8% | +81.2% | +79.4% |
| 3Y | +195.7% | +39.8% | +155.9% | +172.8% |
| All | +118.8% | +36.3% | +82.5% | +89.4% |
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