+1,077.1%
MRVL vs CVE
+136.1%
+941.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.9% |
| 7D | -28.1% | -16.1% | -12.0% | -24.9% |
| 30D | -50.4% | -10.4% | -40.0% | -49.0% |
| 3M | -32.9% | -2.4% | -30.6% | -32.7% |
| 6M | -17.9% | -4.4% | -13.5% | -17.4% |
| YTD | +66.4% | +64.9% | +1.5% | +46.2% |
| 1Y | +51.5% | +66.0% | -14.5% | +32.7% |
| 3Y | +177.9% | +57.7% | +120.2% | +143.1% |
| 5Y | +100.0% | +144.7% | -44.7% | +58.3% |
| All | +1,077.1% | +136.1% | +941.0% | +701.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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