+304.8%
MRVL vs CRL
+41.7%
+263.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.7% | +8.7% | +7.5% |
| 7D | +3.2% | -1.0% | +4.2% | +3.4% |
| 30D | +5.9% | +10.7% | -4.7% | +2.9% |
| 3M | -29.3% | +55.3% | -84.6% | -38.4% |
| 6M | +186.5% | +60.7% | +125.8% | +142.9% |
| YTD | +163.4% | +44.6% | +118.8% | +130.6% |
| 1Y | +249.5% | +77.7% | +171.7% | +181.7% |
| All | +304.8% | +41.7% | +263.1% | +234.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling