+285.6%
MRVL vs CRS
+1,363.4%
-1,077.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.2% | +4.6% |
| 7D | +5.6% | -6.8% | +12.4% | +9.2% |
| 30D | +8.8% | -16.1% | +24.9% | +18.2% |
| 3M | -15.9% | -21.2% | +5.3% | -5.1% |
| 6M | +161.3% | +8.7% | +152.6% | +153.6% |
| YTD | +178.2% | +41.0% | +137.3% | +137.0% |
| 1Y | +255.3% | +82.7% | +172.6% | +162.3% |
| 3Y | +323.1% | +604.8% | -281.7% | +71.4% |
| All | +285.6% | +1,363.4% | -1,077.8% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling