+1,064.4%
MRVL vs CRL
+1,493.0%
-428.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.8% | -2.1% | +2.8% |
| 7D | -28.1% | -6.1% | -22.0% | -26.0% |
| 30D | -50.4% | +12.4% | -62.8% | -52.3% |
| 3M | -32.9% | +27.1% | -60.0% | -38.5% |
| 6M | -17.9% | +85.7% | -103.7% | -35.8% |
| YTD | +66.4% | +69.2% | -2.8% | +33.0% |
| 1Y | +51.5% | +97.5% | -46.0% | +14.0% |
| 3Y | +177.9% | +86.1% | +91.8% | +101.1% |
| 5Y | +100.0% | -10.0% | +110.1% | +87.9% |
| 10Y | +1,108.1% | +395.0% | +713.2% | +542.6% |
| All | +1,064.4% | +1,493.0% | -428.6% | +502.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling