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  • MRVL vs CRS✓SelectedUSD · CRSMRVL vs CRS performance historyLatest closeAs of+0.83%09/08
Stock and ETF performance explorer

MRVL vs CRS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,758.4%
CRS return
+7,329.0%
Excess return
-5,570.6%
Maximum drawdown
-91.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioCRSExcessAlpha
1D+0.8%-3.5%+4.4%+2.2%
7D+7.1%-3.1%+10.2%+8.4%
30D+3.1%-19.6%+22.7%+12.0%
3M-21.9%-8.1%-13.9%-19.0%
6M+151.8%+18.6%+133.3%+137.1%
YTD+165.6%+45.9%+119.8%+128.8%
1Y+242.3%+82.5%+159.8%+165.8%
3Y+308.2%+648.9%-340.7%+82.5%
5Y+280.4%+1,438.1%-1,157.7%+24.7%
10Y+1,832.5%+1,327.0%+505.6%+432.9%
All+1,758.4%+7,329.0%-5,570.6%+125.5%

Cumulative growth

Daily Returns

Daily percentage return beside CRS.

Daily Out/Under-Performance

Portfolio return minus CRS return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × CRS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CRS 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling