+323.1%
MRVL vs CRH
+70.5%
+252.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.3% |
| 7D | +5.6% | -6.1% | +11.7% | +10.1% |
| 30D | +8.8% | -9.3% | +18.0% | +16.1% |
| 3M | -15.9% | -15.2% | -0.7% | -7.1% |
| 6M | +161.3% | -14.2% | +175.5% | +184.2% |
| YTD | +178.2% | -28.3% | +206.5% | +244.9% |
| 1Y | +255.3% | -21.8% | +277.1% | +306.1% |
| 3Y | +323.1% | +71.6% | +251.5% | +209.3% |
| All | +323.1% | +70.5% | +252.6% | +209.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling