+255.3%
MRVL vs CRH
-20.2%
+275.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.6% |
| 7D | +5.6% | -6.1% | +11.7% | +8.1% |
| 30D | +8.8% | -9.3% | +18.0% | +12.8% |
| 3M | -15.9% | -15.2% | -0.7% | -11.0% |
| 6M | +161.3% | -14.2% | +175.5% | +175.3% |
| YTD | +178.2% | -28.3% | +206.5% | +216.9% |
| 1Y | +255.3% | -21.8% | +277.1% | +284.0% |
| All | +255.3% | -20.2% | +275.5% | +284.0% |
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