+1,064.4%
MRVL vs CSX
+6,021.9%
-4,957.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.4% | +9.1% | +7.5% |
| 7D | -28.1% | -5.5% | -22.6% | -25.9% |
| 30D | -50.4% | +4.9% | -55.3% | -52.0% |
| 3M | -32.9% | -2.9% | -30.1% | -32.5% |
| 6M | -17.9% | +8.3% | -26.3% | -22.6% |
| YTD | +66.4% | +36.7% | +29.7% | +38.0% |
| 1Y | +51.5% | +41.5% | +10.0% | +23.5% |
| 3Y | +177.9% | +68.6% | +109.3% | +102.1% |
| 5Y | +100.0% | +48.4% | +51.6% | +57.9% |
| 10Y | +1,108.1% | +446.6% | +661.5% | +357.0% |
| All | +1,064.4% | +6,021.9% | -4,957.5% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling