+416.9%
MRVL vs CRBG
+117.3%
+299.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.2% |
| 7D | +5.6% | +0.6% | +5.0% | +5.2% |
| 30D | +8.8% | +2.6% | +6.1% | +6.6% |
| 3M | -15.9% | +24.0% | -39.9% | -27.5% |
| 6M | +161.3% | +50.5% | +110.7% | +98.4% |
| YTD | +178.2% | +17.1% | +161.1% | +144.2% |
| 1Y | +255.3% | +5.9% | +249.4% | +230.5% |
| 3Y | +323.1% | +122.7% | +200.4% | +154.3% |
| All | +416.9% | +117.3% | +299.6% | +235.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling