+82.7%
MRVL vs CRH
-13.9%
+96.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +5.6% | -12.7% | -8.0% |
| 7D | -36.5% | +14.2% | -50.7% | -38.7% |
| 30D | -41.1% | +19.5% | -60.6% | -44.1% |
| 3M | -26.9% | +0.4% | -27.2% | -26.1% |
| 6M | -2.3% | -10.1% | +7.8% | +3.1% |
| YTD | +88.4% | -19.9% | +108.3% | +108.0% |
| 1Y | +82.7% | -14.8% | +97.6% | +93.3% |
| All | +82.7% | -13.9% | +96.6% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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