+1,077.1%
MRVL vs CSX
+440.0%
+637.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.4% | +9.1% | +7.7% |
| 7D | -28.1% | -5.5% | -22.6% | -25.7% |
| 30D | -50.4% | +4.9% | -55.3% | -52.2% |
| 3M | -32.9% | -2.9% | -30.1% | -32.4% |
| 6M | -17.9% | +8.3% | -26.3% | -23.0% |
| YTD | +66.4% | +36.7% | +29.7% | +35.7% |
| 1Y | +51.5% | +41.5% | +10.0% | +21.2% |
| 3Y | +177.9% | +68.6% | +109.3% | +94.7% |
| 5Y | +100.0% | +48.4% | +51.6% | +52.0% |
| All | +1,077.1% | +440.0% | +637.2% | +571.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling