+280.4%
MRVL vs CRL
-37.4%
+317.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.9% |
| 7D | +7.1% | -0.6% | +7.7% | +7.2% |
| 30D | +3.1% | +5.0% | -1.9% | +1.0% |
| 3M | -21.9% | +50.6% | -72.5% | -34.8% |
| 6M | +151.8% | +60.9% | +90.9% | +101.1% |
| YTD | +165.6% | +40.7% | +124.9% | +123.0% |
| 1Y | +242.3% | +73.3% | +168.9% | +157.6% |
| 3Y | +308.2% | +40.6% | +267.6% | +215.4% |
| 5Y | +280.4% | -37.0% | +317.4% | +316.6% |
| All | +280.4% | -37.4% | +317.8% | +316.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling