+1,293.1%
MRVL vs CRL
+358.0%
+935.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.9% | +10.2% | +9.8% |
| 7D | +5.6% | +5.0% | +0.6% | +3.6% |
| 30D | -36.5% | +13.5% | -50.0% | -39.8% |
| 3M | -20.5% | +21.5% | -42.0% | -27.2% |
| 6M | -1.1% | +103.4% | -104.6% | -31.0% |
| YTD | +99.0% | +71.8% | +27.2% | +47.5% |
| 1Y | +89.3% | +97.5% | -8.2% | +30.4% |
| 3Y | +211.6% | +99.2% | +112.4% | +91.9% |
| 5Y | +134.1% | -12.1% | +146.2% | +127.3% |
| 10Y | +1,293.1% | +359.2% | +933.9% | +493.3% |
| All | +1,293.1% | +358.0% | +935.1% | +493.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling