+1,174.9%
MRVL vs CMS
+591.1%
+583.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.5% | +9.0% | +9.3% |
| 7D | -9.8% | -0.9% | -8.9% | -9.6% |
| 30D | -43.8% | +7.1% | -50.9% | -45.3% |
| 3M | -29.3% | -1.3% | -28.0% | -29.3% |
| 6M | -9.1% | -2.7% | -6.4% | -9.5% |
| YTD | +82.2% | +2.6% | +79.6% | +77.9% |
| 1Y | +70.3% | -2.0% | +72.3% | +68.7% |
| 3Y | +197.0% | +39.6% | +157.4% | +153.1% |
| 5Y | +115.8% | +35.3% | +80.4% | +83.6% |
| 10Y | +1,204.0% | +132.3% | +1,071.7% | +774.3% |
| All | +1,174.9% | +591.1% | +583.8% | +258.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling