+197.0%
MRVL vs CVE
+67.9%
+129.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.5% | +9.0% | +9.3% |
| 7D | -9.8% | -10.1% | +0.3% | -5.8% |
| 30D | -43.8% | -12.1% | -31.7% | -40.8% |
| 3M | -29.3% | -1.9% | -27.4% | -29.1% |
| 6M | -9.1% | -1.8% | -7.2% | -9.1% |
| YTD | +82.2% | +65.8% | +16.4% | +40.6% |
| 1Y | +70.3% | +60.8% | +9.5% | +33.0% |
| 3Y | +197.0% | +70.1% | +126.9% | +114.9% |
| All | +197.0% | +67.9% | +129.1% | +114.9% |
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