+252.3%
MRVL vs CRL
+66.2%
+186.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.1% | +4.4% |
| 7D | +13.8% | -4.6% | +18.4% | +14.5% |
| 30D | +12.7% | +0.5% | +12.2% | +12.7% |
| 3M | -11.9% | +46.6% | -58.5% | -16.1% |
| 6M | +153.8% | +57.3% | +96.6% | +135.4% |
| YTD | +177.0% | +39.5% | +137.4% | +162.8% |
| 1Y | +252.3% | +76.9% | +175.5% | +224.5% |
| All | +252.3% | +66.2% | +186.2% | +224.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling