+96.9%
MRVL vs CMS
+32.6%
+64.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.9% | +5.4% |
| 7D | -28.1% | -1.3% | -26.8% | -28.2% |
| 30D | -50.4% | +6.3% | -56.7% | -50.0% |
| 3M | -32.9% | -2.1% | -30.9% | -33.0% |
| 6M | -17.9% | -5.1% | -12.8% | -18.3% |
| YTD | +66.4% | +1.3% | +65.2% | +66.0% |
| 1Y | +51.5% | -1.4% | +52.9% | +51.0% |
| 3Y | +177.9% | +36.9% | +141.0% | +156.0% |
| All | +96.9% | +32.6% | +64.3% | +69.0% |
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