+285.6%
MRVL vs CRH
+93.9%
+191.7%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.2% |
| 7D | +5.6% | -6.1% | +11.7% | +10.8% |
| 30D | +8.8% | -9.3% | +18.0% | +17.2% |
| 3M | -15.9% | -15.2% | -0.7% | -5.9% |
| 6M | +161.3% | -14.2% | +175.5% | +187.4% |
| YTD | +178.2% | -28.3% | +206.5% | +252.4% |
| 1Y | +255.3% | -21.8% | +277.1% | +313.1% |
| 3Y | +323.1% | +71.6% | +251.5% | +142.0% |
| All | +285.6% | +93.9% | +191.7% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling