+44.0%
MRVL vs CRBG
+13.0%
+31.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -5.5% | -10.9% | -14.8% |
| 7D | -38.8% | -3.0% | -35.9% | -38.0% |
| 30D | -53.5% | -2.6% | -50.8% | -52.9% |
| 3M | -36.7% | +2.7% | -39.4% | -36.9% |
| 6M | -20.8% | +22.2% | -43.0% | -26.6% |
| YTD | +57.4% | +16.5% | +40.9% | +46.1% |
| 1Y | +44.0% | +16.9% | +27.1% | +33.4% |
| All | +44.0% | +13.0% | +31.0% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling