+177.9%
MRVL vs CVE
+53.7%
+124.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.0% |
| 7D | -28.1% | -16.1% | -12.0% | -22.8% |
| 30D | -50.4% | -10.4% | -40.0% | -48.1% |
| 3M | -32.9% | -2.4% | -30.6% | -32.6% |
| 6M | -17.9% | -4.4% | -13.5% | -17.1% |
| YTD | +66.4% | +64.9% | +1.5% | +29.0% |
| 1Y | +51.5% | +66.0% | -14.5% | +16.5% |
| 3Y | +177.9% | +57.7% | +120.2% | +108.7% |
| All | +177.9% | +53.7% | +124.2% | +108.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling