+82.7%
MRVL vs CRM
-11.3%
+94.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.2% | -9.3% | -6.4% |
| 7D | -36.5% | -6.2% | -30.3% | -37.9% |
| 30D | -41.1% | -1.2% | -39.9% | -41.2% |
| 3M | -26.9% | +19.1% | -46.0% | -21.6% |
| 6M | -2.3% | +23.0% | -25.3% | +10.5% |
| YTD | +88.4% | -13.7% | +102.0% | +114.3% |
| 1Y | +82.7% | -10.0% | +92.7% | +109.2% |
| All | +82.7% | -11.3% | +94.0% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRM.
Daily Out/Under-Performance
Portfolio return minus CRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRM 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 CRM 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