+321.2%
MRVL vs CRS
+636.8%
-315.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +13.8% | -0.5% | +14.4% | +14.1% |
| 30D | +12.7% | -18.1% | +30.8% | +24.4% |
| 3M | -11.9% | -12.4% | +0.5% | -4.8% |
| 6M | +153.8% | +15.9% | +137.9% | +139.1% |
| YTD | +177.0% | +45.8% | +131.1% | +131.4% |
| 1Y | +252.3% | +87.8% | +164.6% | +153.9% |
| All | +321.2% | +636.8% | -315.6% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling