-17.9%
MRVL vs CSGP
-12.6%
-5.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.7% | +10.4% | +2.1% |
| 7D | -28.1% | +1.3% | -29.4% | -26.7% |
| 30D | -50.4% | +10.7% | -61.1% | -43.8% |
| 3M | -32.9% | +3.3% | -36.2% | -26.9% |
| 6M | -17.9% | -10.3% | -7.6% | -18.9% |
| All | -17.9% | -12.6% | -5.4% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 6mo: compounded portfolio wealth divided by compounded CSGP 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…
6mo analysis · Full analysis span regression · 6 months rolling